Question: Assume the single - factor APT model applies, and that 5 0 percent of the funds in a portfolio are invested in a risky security

Assume the single-factor APT model applies, and that 50 percent of the funds in a portfolio are invested in a risky security and 50 percent in a risk-free asset. The risky security has a beta of 1.6. The portfolio has a factor beta of:
9.
0.
1.6.
8.
Assume the single - factor APT model applies, and

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