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show work (10. You own a portfolio with 50% invested in a risk-free asset, 30% in stock A with a beta of 1.5 and 20%

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(10. You own a portfolio with 50% invested in a risk-free asset, 30% in stock A with a beta of 1.5 and 20% in stock B. Your portfolio has the same expected return as the market portfolio. What is the beta of stock B? (The risk-free rate is 5%). a. 0.43 b. 1.00 c. 1.73 d. 1.85 0.20+1.50 e. 2.75

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