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You Invest $600 in a Security with a Beta of 1.2

Question 69

Multiple Choice

You invest $600 in a security with a beta of 1.2 and $400 in another security with a beta of 0.90. The beta of the resulting portfolio is

A) 1.40.
B) 1.00.
C) 0.36.
D) 1.08.
E) 0.80.

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