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Suppose that you invested $10,000 in asset A and $30,000 in the market portfolio. The market portfolio has a standard deviation of 20%. The covariance

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Suppose that you invested $10,000 in asset A and $30,000 in the market portfolio. The market portfolio has a standard deviation of 20%. The covariance between the returns of the market and those of asset A is 0.09. What is the beta of your portfolio? 0.86 1.31 1.02 1.94 None of the above

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