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You have two assets A and B with thieir CAPM betas at 1 and 0.8 respectively. Assume you only invest in these two assets. What

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You have two assets A and B with thieir CAPM betas at 1 and 0.8 respectively. Assume you only invest in these two assets. What percentages of your portfolio should you invest in A and B to make your portfolio beta to be 0 ? 0.5 and 0.5 4 and 5 5 and 4 2 and 1

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