You own two risky assets, both of which plot on the security market line. Asset A has

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You own two risky assets, both of which plot on the security market line. Asset A has an expected return of 12.87% and a beta of 1.38. Asset B has an expected return of 14.37% and a beta of 2.45. If your portfolio beta is the same as the market portfolio, what proportion your funds are invested in Asset A?
The weight of Asset A in your portfolio is .
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Financial management theory and practice

ISBN: 978-1439078099

13th edition

Authors: Eugene F. Brigham and Michael C. Ehrhardt

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