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You would like to combine a risky stock with a beta of 1.5 with U.S. Treasury bills in such a way that the risk level

You would like to combine a risky stock with a beta of 1.5 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?

(Formula: Portfolio beta = w1 * beta 1 + w2 *beta 2; w1+w2 = 1)

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