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The expected return and volatility for the market portfolio are 0.12 and 0.20, respectively. The current T-Bill rate is 0.03. What is the beta of

The expected return and volatility for the market portfolio are 0.12 and 0.20, respectively. The current T-Bill rate is 0.03. What is the beta of a portfolio consisting of $24,000 in the market portfolio and $29,000 in T-Bills? Keep 4 decimal places in intermediate steps and show 2 decimal places in your final answer.

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