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You have a $1,000 portfolio which is invested in stocks A, B, and a risk-free asset. $400 is invested in stock A. Stock A has

You have a $1,000 portfolio which is invested in stocks A, B, and a risk-free asset. $400 is invested in stock A. Stock A has a beta of 1.42 and stock B has a beta of 0.75 How much needs to be invested in stock B if you want a portfolio beta of 0.92? Mutiple Choice O O O O 216 451 469 587 100

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