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What is Nico's portfolio beta if he invests an equal amount in assetX with a beta of 0.7, asset y with a beta of 1.8,
What is Nico's portfolio beta if he invests an equal amount in assetX with a beta of 0.7, asset y with a beta of 1.8, the risk-free asset, and the market portfolio?
A)0.875
B)1.20
C)0.85
D)0.8
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Personal Finance
Authors: Vickie L Bajtelsmit
2nd Edition
111959247X, 9781119592471
