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Sasha wants to invest all of her money in just three assets: Stock-A that has a beta of 1.80, the risk-free asset, and the market
Sasha wants to invest all of her money in just three assets: Stock-A that has a beta of 1.80, the risk-free asset, and the market index. What would be Sasha portfolio beta if she allocates her investment fund equally among the three assets?
Select one:
a. 1.80
b. 2.80
c. 0.60
d. 0.93
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