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What should be the beta of a replacement stock if an investor wishes to achieve a portfolio beta of 1 by replacing stock C in

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What should be the beta of a replacement stock if an investor wishes to achieve a portfolio beta of 1 by replacing stock C in the following equally weighted portfolio: stock A = 081 beta; stock B - 1.01 beta; stock C = 1.26 beto? (Do not round intermediate calculations) Multiple Choice 133 beta 126 beta 111 beta 1.18 beta

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