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You want to combine a risky stock with a beta of 1.40 with U.S. Treasury bills in such a way that the overall portfolio risk

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You want to combine a risky stock with a beta of 1.40 with U.S. Treasury bills in such a way that the overall portfolio risk level is equivalent to the risk level of the overall market. What percentage of the portfollo should be invested in the risky stock? 75% 40% 60% 71% 81%

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