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What is the beta of a portfolio made up of two risky assets and a risk-free asset? You invest 35% in asset A with a

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What is the beta of a portfolio made up of two risky assets and a risk-free asset? You invest 35% in asset A with a beta of 1.2 and 35% in asset B with a beta of 1.1. Select one: a. 1.03 b. 0.81 C. 0.66 d. 1.14 e. 1.29

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