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Your portfolio consists of $3.7m of cash and $5.9m of an equity with beta=1.4. What is the beta of your portfolio? a. 0.66 b. 2.86

image text in transcribed Your portfolio consists of $3.7m of cash and $5.9m of an equity with beta=1.4. What is the beta of your portfolio? a. 0.66 b. 2.86 c. 0.86 d. 1.40 e. 0.54

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