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E M You would like to combine a risky stock with a beta of 1.60 with U.S. Treasury bills in such a way that the

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E M You would like to combine a risky stock with a beta of 1.60 with U.S. Treasury bills in such a way that the risk level of the portfolio is equivalent to the risk level of the overall market. What percentage of the portfolio should be invested in the risky stock? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g. 32.16.)

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