Question: Consider the information given in the table below: Stock Expected Return Beta A 12% 1.2 B 16% 2.0 C 20% If you created a

Consider the information given in the table below:

Stock	Expected Return	Beta
A	12%	1.2
B	16%	2.0
C	20%

If you created a portfolio using risky asset A and B only so that its expected return matched that of risky asset C, what would be weight of asset A in the portfolio?

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