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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 a. 1.03 O b. 0.66 O C.1.29 O d. 0.81 O e. 1.14

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