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You want to construct a portfolio containing U.S. Treasury bills and two stocks. Its weight in T-bills is 24%, in Stock A is 38%, and

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You want to construct a portfolio containing U.S. Treasury bills and two stocks. Its weight in T-bills is 24%, in Stock A is 38%, and in Stock B is 38%. If the beta of the Stock A is 1.50 and the beta of the portfolio is 1.03, what does the beta of Stock B have to be? Multiple Choice 121 1.45 1.82 0.97

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