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You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 2.3 and the total

You own a portfolio equally invested in a risk-free asset and two stocks. One of the stocks has a beta of 2.3 and the total portfolio is equally as risky as the market. What is the beta of the second stock? Select one: a. 0.70 b. 0.79 c. 0.86 d. 1.02 e. 1.13

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