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Asset Asset Beta Portfolio 1 Portfolio 2 A 1.3 10 30 B .75 30 10 C 1.4 10 20 D 1.2 10 20 E

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Asset Asset Beta Portfolio 1 Portfolio 2 A 1.3 10 30 B .75 30 10 C 1.4 10 20 D 1.2 10 20 E .80 40 20 Totals 100% 100%

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