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What is Nico's portfolio beta if he invests an equal amount in asset X with a beta of 0.60, asset Y with a beta of
What is Nico's portfolio beta if he invests an equal amount in asset X with a beta of 0.60, asset Y with a beta of 1.60, the risk-free asset, and the market portfolio (25% is the weight of each asset and think about the beta of a risk-free asset and the beta of the market portfolio)?
1.20
1.00
0.80
0.60
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