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lou own a portiolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.20 and the

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lou own a portiolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.20 and the total portfolio is exactly as risky as the market, what must the beta be for the other stock in your portfotio? (Do not round intermediate calculations. Round your answer to 2 decimal places.)

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