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A portfolio is made up of Stock A , stock B and a t - bill. Stock A is equally as risky as the S&P

A portfolio is made up of Stock A

,

stock B and a t

-

bill. Stock A is equally as risky as the S&P

500

and stock B has a beta of

2.0 .

What is the portfolio beta if it contains equal weights of stock A

,

stock B and t

-

bills?

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