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You have a S12,000 portfolio which is invested in stocks A and B, and a risk-free asset. $3,000 is invested in stock A. Stock A

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You have a S12,000 portfolio which is invested in stocks A and B, and a risk-free asset. $3,000 is invested in stock A. Stock A has a beta of 1.76 and stock B has a beta of 0.89. How much needs to be invested in stock B if you want a portfolio beta of 1.10? $7,706.20 O $7,943.82 $6,730.00 O$8,898.88

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