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I made my portfolio by 3 assets. 30% of my portfolio is invested on asset A and its beta is 0.9, 45% of my portfolio
I made my portfolio by 3 assets. 30% of my portfolio is invested on asset A and its beta is 0.9, 45% of my portfolio is invested on asset B and its beta is 2, and 25% of my portfolio is invested on risk free asset. What is my portfolio beta?
A. 0
B. 1.17
C.2
D. 0.97
E. 0.39
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