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You own a portfolio equally invested in a risk-free asset and two stocks. If one of the sfocks has a beta of 1.57 and the

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You own a portfolio equally invested in a risk-free asset and two stocks. If one of the sfocks has a beta of 1.57 and the fotal portfolio is exactly as risky as the market, what must the beta be for the other stock in your portfollo? Note: Do not round intermediate calculations. Round your onswer to 2 decimol ploces

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