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Consider a portfolio that contains security C and the risk-free asset. The portfolio weight for the risk-free security is 50%, and 150% for Security C.

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Consider a portfolio that contains security C and the risk-free asset. The portfolio weight for the risk-free security is 50%, and 150% for Security C. What is the beta of this portfolio (Round to 2 decimal places)? Your Answer: vvnat is the standard deviation of returns for a portfolio of 20% risk-free asset and 80% of asset C (round to 2 decimal places)

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