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Assume you want to construct a portfolio with a 14 percent return from the following two securities: Security Expected ReturnBeta 116%1.12212.5%0.94 What percentage of your

Assume you want to construct a portfolio with a 14 percent return from the following two securities:

Security

Expected ReturnBeta116%1.12212.5%0.94

What percentage of your portfolio should be invested in Security 1?

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