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You would like to combine a highly risky stock with a beta of 2.6 with U.S. Treasury bills in such a way that the risk

You would like to combine a highly risky stock with a beta of 2.6 with U.S. Treasury bills in such a way that the risk level of the portfolio is equivalent to the risk level of the overall market. What percentage of the portfolio should be invested in Treasury bills? 57.91% 61.54% 50.00% 38.46% 42.09%

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