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Your portfolio has a beta of 1.19. The portfolio consists of 16 percent U.S. Treasury bills, 28 percent in stock A, and 56 percent in
Your portfolio has a beta of 1.19. The portfolio consists of 16 percent U.S. Treasury bills, 28 percent in stock A, and 56 percent in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?
1.62
0.56
1.40
1.12
1.25
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