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Your portfolio has a beta of 1.12. The portfolio consists of 20 percent invested in U.S. Treasury bills, 50 percent invested in stock A, and
Your portfolio has a beta of 1.12. The portfolio consists of 20 percent invested in U.S. Treasury bills, 50 percent invested in stock A, and the rest invested in stock B. Stock A has a risk-level equivalent to that of the overall market. The beta of stock B is closest to: a. 1.10 b. 1.47 c. 1.52 d. 0.89 e. 2.07
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