Question: You invest $200 in security A with a beta of 1.4 and $800 in security B with a beta of 0.3. The beta of the

You invest $200 in security A with a beta of 1.4 and $800 in security B with a beta of 0.3. The beta of the resulting portfolio is:

A 1.08

B 1.40

C 0.80

D I do not wish to answer this question.

E 0.52

F 1.00

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