Question: Both assets A and B plot on the SML. Asset A has a beta of 0,9 and an expected return of 8.2 %. Asset B

Both assets A and B plot on the SML. Asset A has a beta of 0,9 and an expected return of 8.2 %. Asset B has a beta of 1,5and an expected return of 14.7 %. The risk-free rate is 3.5 %. If you wish to hold a portfolio consisting of assets A and B, and have a portfolio beta equal to 1,2, ________ % of the portfolio must be in asset B?

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