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You are interested in building a portfolio of two stocks. The first stock has a beta of 0.5, B = 0.5. The second stock

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You are interested in building a portfolio of two stocks. The first stock has a beta of 0.5, B = 0.5. The second stock has a beta of 2.0, 2.0. You want to build a portfolio that has exactly as much systematic risk as the market. What percentage of your wealth must be invested in stock 1 and what percentage in stock 2? =

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