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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 1.65, 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 1.65, and the total portfolio is exactly as risky as the market, what must the beta be for the other stocks in your portfolio?
Select one:
a. 1.8
b. 1.0
c. 1.35
d. 2.0
e. 0.0
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