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Business, 25.06.2019 09:00 igocrazy594

You want your portfolio beta to be 1.3. currently, the portfolio consists of $100,000 invested in stock a with a beta of 1.5 and $300,000 in stock b with a beta of .8. you have another $400,000 to invest and want to divide it between an asset with a beta of 2.1 and a risk-free asset. how much should you invest in the risk-free asset?

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