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Nico wants to invest all of his money in just two assets: the risk - free asset and the market portfolio. What is Nico's portfolio

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Nico wants to invest all of his money in just two assets: the risk - free asset and the market portfolio. What is Nico's portfolio beta if he invests a quarter of his money in the market portfolio and the rest in the risk free asset? OA. 0.00 OB. 1.00 OC. 0.25 OD. 0.75

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