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Quick.Inc own a portfolio equally invested in four securities. Below are the betas for the securities. Securities BETA E 1.25 F 0.60 G ? H

Quick.Inc own a portfolio equally invested in four securities. Below are the betas for the securities.

Securities BETA

E 1.25

F 0.60

G ?

H ?

Security G has the same systematic risk as the market portfolio. What must the beta be for security H if the portfolio has a beta = 1.15?

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