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QUESTION 4 Suppose that you would like to build a portfolio that has the same level of systematic risk as a Treasury bill. To do

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QUESTION 4 Suppose that you would like to build a portfolio that has the same level of systematic risk as a Treasury bill. To do so, you invest in Stock A that has a CAPM beta of 1.40 and Stock B that has a CAPM beta of 0.45. What is Stock A's weight in your portfolio? O A. 76.54% OB-47.37% O C. 147.27% OD. 57.89%

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