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You would like to combine a risky stock with a beta of 1.68 with U.S. Treasury bills in such a way that the risk level

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You would like to combine a risky stock with a beta of 1.68 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 the risky stock? O 32 percent O 40 percent O 54 percent 60 percent

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