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Problem 9-1 What must be the beta of a portfolio with Erp) = 12%, if re = 6% and Er = 11%? (Do not round

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Problem 9-1 What must be the beta of a portfolio with Erp) = 12%, if re = 6% and Er = 11%? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Beta of a portfolio

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