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You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 0.85 and the

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You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 0.85 and the total portfolio is equally as risky as the market, what must the beta be for the other stock in your portfolio? Multiple Choice 2.15 2.26 O O 2.04 O 1.15 O 1.20

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