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Suppose a portfolio is invested 40% in Asset A and 60% in Asset B. Asset A has a beta of 1.5 and the portfolio has

Suppose a portfolio is invested 40% in Asset A and 60% in Asset B. Asset A has a beta of 1.5 and the portfolio has a beta of 1.2.

What is the beta of Asset B?

BetaAsset B=______

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