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Problem #4 (4 Marks) You own a portfolio equally invested in four securities. Below are the betas for the securities. Securities BETA A 1.45 B

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Problem #4 (4 Marks) You own a portfolio equally invested in four securities. Below are the betas for the securities. Securities BETA A 1.45 B 0.8 C ? D ? Security C has the same systematic risk as the market portfolio. What must the beta be for security D if the portfolio has a beta = 1.2

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