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Consider a portfolio constructed with a risky asset A and a risk-free asset. The portfolio has weight of w in asset A. Asset A has

Consider a portfolio constructed with a risky asset A and a risk-free asset. The portfolio has weight of w in asset A. Asset A has expected return of 12% and beta of 1.25; risk-free rate is 4%. What is the beta of the portfolio if w is 120%?

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