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You own a portfolio equally invested in a risk-free asset and two stocke stocks has a beta of 1.21and the total porttolio is equally as

You own a portfolio equally invested in a risk-free asset and two stocke
stocks has a beta of 1.21and the total porttolio is equally as risky as the marke
must the beta be tor the other stock in your portfolio? (Do not round intermediate
calculations and round your answer to 2 decimal places, e.g., 32.16.)
e of the
What
Beta

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