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Assume the single-factor APT model applies and a portfolio exists such that half of the funds are invested in risky Security Q and the rest

Assume the single-factor APT model applies and a portfolio exists such that half of the funds are invested in risky Security Q and the rest in the risk-free asset. Security Q has a beta of 1.8. The portfolio has a factor beta of: Select one: a. 0. b. .8. c. .9. d. 1. e. 1.8.

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