How can a portfolio have a beta equal so the market beta if $50$ percent of the portfolio is invested in a security with swice the sythematic risk of an average risky securicy$?$

The beta of the portfolio is the average of the betas of the individual securities$,$ and in this cave, il bulances out to $1\mathrm{.}0$

A portfolio with $50$ percent invested in a security with a beta of $2\mathrm{.}0$ and $50$ percent in risk$-$free securbies feta of $$f results in a portfolio beta of $1\mathrm{.}0$

The risk$-$free securities in the portfolio neutralize the risk of the highobeta securifg$,$ resulting in a market beta

The portfolio's beta is calculated using the standard deviation of its components, not the individual betas