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Your Portfolio Has a Beta of 1

Question 100

Multiple Choice

Your portfolio has a beta of 1.18.The portfolio consists of 15% Treasury bills,30% in share A,and 55% in shareb.Share A has a risk-level equivalent to that of the overall market.What is the beta of share B?


A) .55
B) 1.10
C) 1.24
D) 1.40
E) 1.60

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