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

Consider a portfolio constructed with a risky asset A and a risk-free asset. The portfollio has weight of w in asset A. Asset A has expected retum of 8% and beta of 1.25. Risksfree rate is 4%. What is the value of market risk for the portfolio if w is 150%?
1
1.5
1.25
1.875
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