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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 12.57 % and a

You own two risky assets, both of which plot on the security market line. Asset A has an expected return of 12.57 % and a beta of 1.03 Asset B has an expected return of 14.42 % and a beta of 1.68 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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