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You own two risky assets, both of which plot on the security market line. Asset A has an expected return of 10.82% and a beta

You own two risky assets, both of which plot on the security market line. Asset A has an expected return of 10.82% and a beta of 1.26. Asset B has an expected return of 14.46% and a beta of 1.78. If your portfolio beta is the same as the market portfolio, what proportion of your funds are invested in Asset A

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