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What is the beta of a portfolio if 30 percent of the funds are invested in a risk-free asset, 40 percent in the market portfolio,

What is the beta of a portfolio if 30 percent of the funds are invested in a risk-free asset, 40 percent in the market portfolio, and the balance in a portfolio that has three times the risk of the market portfolio?

A0.4

B0.7

C)1.3

D)1.8

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