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Business, 17.04.2020 03:15 captaincluck52

You invest $1000 in a risky asset with an expected rate of return of 0.20 and a standard deviation of 0.40 and a T-bill with a rate of return of 0.05. The risky asset has a beta of 1.5. If you have a risk-aversion parameter of 2.5, what is the beta of your complete portfolio?

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