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A stock has a beta of 1.40 and an expected return of 7.6%. A risk -free asset currently earns 3.2%. What percentage of the portfolio

A stock has a beta of 1.40 and an expected return of 7.6%. A risk -free asset currently earns 3.2%. What percentage of the portfolio would be invested in the risk-free asset if the expected beta for the portfolio was 1.12? Report the percentage to two decimal places (0.42526 = 42.53).

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