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An investor holds a portfolio with beta equal to 0.6 and expected return of 7%. This portfolio is the result of combining two other portfolios,

An investor holds a portfolio with beta equal to 0.6 and expected return of 7%. This portfolio is the result of combining two other portfolios, one of fixed income securities with beta equal to 0.2, and the other of shares with beta equal to 0.9. The rate of return of the risk-free asset is 2% and the CAPM holds. Compute the percentage of the investors wealth invested in the portfolio of fixed income securities.

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