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You form the two-security portfolio set out in the table below. Security 2 Security 1 600 400 Amount invested ($) Security beta 1.1 0.75 Assuming

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You form the two-security portfolio set out in the table below. Security 2 Security 1 600 400 Amount invested ($) Security beta 1.1 0.75 Assuming CAPM holds, which of the following is closest to the portfolio beta? O 0.925 O 0.820 O 1.000 0.960 1100

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