You own a portfolio equally invested in a risk-free asset and two stocks. If one of the

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You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.38 and the total portfolio is equally as risky as the market, what must the beta be for the other stock in your portfolio?

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Fundamentals of corporate finance

ISBN: 978-0073382395

9th edition

Authors: Stephen Ross, Randolph Westerfield, Bradford Jordan

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