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You own three stocks which have betas of 1.16, 1.34, and 1.02. You would like to add a fourth security such that your portfolio beta

You own three stocks which have betas of 1.16, 1.34, and 1.02. You would like to add a fourth security such that your portfolio beta will match that of the market. Given this situation, the new security: Multiple Choice O O could have any beta greater than 1.0. could be a U.S. Treasury bill. must have a beta of 1.0. must have a beta of zero

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