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Question 18 You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 0.85,

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Question 18 You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 0.85, Notyot and the total portfolio is exactly as risky as the market, what must the beta be for the other stocks in your portfolio? Points out of 1 Fiag. a. 1.15 quebtica b. 0.0 c. 1.8 d. 2.0 e. 2.15

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