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QUESTION 22 204 1296 Security Return Standard Deviation Beta 1696 12 B 2595 08 Risk-free asset 722 999 What is the value of systematic risk

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QUESTION 22 204 1296 Security Return Standard Deviation Beta 1696 12 B 2595 08 Risk-free asset 722 999 What is the value of systematic risk (as measured by beta) for a portfolio with 2/3 of the funds invested in A nad 1/3 of the funds invested in B? O A. 0.875 B. 1.067 OC. 1.000 OD. 2.000 O E. None of the above

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