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Q4. You invest $100 in security A with a beta of 1.5 and $400 in security B with a beta of 0.80. The beta of

Q4.

You invest $100 in security A with a beta of 1.5 and $400 in security B with a beta of 0.80. The beta of the resulting portfolio is

A.

0.94

B.

1.22

C.

1.30

D.

1.08

E.

0.80

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