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What Is Nico's Portfolio Beta If He Invests an Equal

Question 149

Multiple Choice

What is Nico's portfolio beta if he invests an equal amount in Asset X with a beta of 0.60, Asset Y with a beta of 1.60, and the risk-free asset?

A) 1.24
B) 1.00
C) 0.73
D) 0.66

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