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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 1.7 and the
You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.7 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
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1.36
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0.30
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1.24
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1.30
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0.35
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