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Your portfolio beta is 0.66. Further, your portfolio consists of only two assets, the market portfolio and the risk-free asset. What is the weight of
Your portfolio beta is 0.66. Further, your portfolio consists of only two assets, the market portfolio and the risk-free asset. What is the weight of the risk-free asset?
0.34 | ||
0 | ||
0.5 | ||
0.66 |
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