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

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You own a portfolio that is equally invested in a risk free asset and two stocks. If one of the stocks has a beta of 0.8, and the total portfolio is as risky as the market, what must be the beta of the other stock in your portfolio? 1.2 0 2.2 3.2 4.2

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