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You own a two-asset portfolio, with 38% in Asset A and 62% in Asset B. Asset A generated a 3.6% return last year, while Asset

You own a two-asset portfolio, with 38% in Asset A and 62% in Asset B. Asset A generated a 3.6% return last year, while Asset B generated an 8.5% return. The market returned 6.1% last year. What does this imply is beta of your portfolio? a. 99 b. .86 1.09 d. 1.24 c

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