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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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