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Assume you want to construct a portfolio with a beta of portfolio of 1.4from the following two securities SeCurity Return Beta 116.0%,1.60 2,12.58,0.80
Assume you want to construct a portfolio with a beta of portfolio of
1.4from
the following two securities\ SeCurity\ Return\ Beta\
116.0%,1.60
\
2,12.58,0.80
\ What percentage of your portfolio should be invested in Security 1?\
6250%
\
3750%
\
75.00%
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