Question $19$

$1$ points

You want to construct a portfolio containing equal amounts of U$.$S$.$ Treasury bills, stock A$,$ and stock B$.$ If the beta of the stock A is $1\mathrm{.}42$ and the beta of the portfolio is $1\mathrm{.}0$ what does the beta of stock B have to be$?$

$1\mathrm{.}79$

$1\mathrm{.}89$

$2\mathrm{.}01$

$2\mathrm{.}89$