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Consider a portfolio made up of two risky assets and a risk-free asset. You invest 35% in asset A with a beta of 1.25 and
Consider a portfolio made up of two risky assets and a risk-free asset. You invest 35% in asset A with a beta of 1.25 and 40% in asset B with a beta of 2.1.
What is the beta of the portfolio? Select one: a. 0.94 b. 1.28 c. 1.03 d. 0.96 e. 1.20
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