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A portfolio consists of one risky asset and one risk-free asset. The risky asset has an expected return of 13.2% and a beta of 1,32.

A portfolio consists of one risky asset and one risk-free asset. The risky asset has an expected return of 13.2% and a beta of 1,32. The risk-free asset has an expected return of 1.5%. How much of the portfolio is invested in the risk-free asset If the portfolio beta 1.02?

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