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Your portfolio has a beta of 1.27. The portfolio consists of 12 percent U.S. Treasury bills, 31 percent in stock A, and 57 percent in
Your portfolio has a beta of 1.27. The portfolio consists of 12 percent U.S. Treasury bills, 31 percent in stock A, and 57 percent in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?
1.14 | |
0.57 | |
1.45 | |
1.33 | |
1.68 |
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