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You want to create a portfolio with two stocks (Coke and Wal-Mart) and a Risk-Free Asset (T-Bills). The Beta of Coke is 1.60 and you

You want to create a portfolio with two stocks (Coke and Wal-Mart) and a Risk-Free Asset (T-Bills). The Beta of Coke is 1.60 and you want your portfolio to be as risky as the market portfolio. If you invest 25% in Coke, 55% in Wal-Mart, and the remaining in the Risk-Free Asset, what should be the Beta of Wal-Mart to achieve your desired portfolio? 01.09 00.00 1.71 0.93 01.24

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