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Your portfolio has a beta of 1.39. The portfolio consists of 20 percent U.S. Treasury bills, 50 percent stock A, and 30 percent stock B.
Your portfolio has a beta of 1.39. The portfolio consists of 20 percent U.S. Treasury bills, 50 percent stock A, and 30 percent stock B. Stock A has a beta equal to that of the overall market. What is the beta of stock B? O A. 1.30 B. 2.97 C. 1.78 D. 2.18 E. 2.30
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