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What is the beta of a portfolio if 30% of the funds are invested in a risk-free asset, 40% in the market portfolio, and the
What is the beta of a portfolio if 30% of the funds are invested in a risk-free asset, 40% in the market portfolio, and the balance in a portfolio that has three times the risk of the market portfolio? O 1.3 O 0.4 O 1.8 O 0.7
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