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Mrs Gomez has a portfolio with an expected return of 11.19%. The portfolio is evenly invested in a stock and a risk-free asset. The market

Mrs Gomez has a portfolio with an expected return of 11.19%. The portfolio is evenly invested in a stock and a risk-free asset. The market has an expected return of 17% and the risk-free asset has an expected return of 3%. What is the beta of the stock?

1.62

0.98

1.43

1.17

1.94

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