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You would like to create a portfolio that is equally invested in a risk-free asset and two stocks. One stock has a beta of 1.39.

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You would like to create a portfolio that is equally invested in a risk-free asset and two stocks. One stock has a beta of 1.39. What does the beta of the second stock have to be if you want the portfolio to be equally as risky as the overall market? .72 O 1.55 O 1.61 O 1.23 .97

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