Question: Question 22 (1 point) What is the portfolio beta if 20% of your funds are invested in the market portfolio, 25% in an asset with

Question 22 (1 point) What is the portfolio beta if 20%

Question 22 (1 point) What is the portfolio beta if 20% of your funds are invested in the market portfolio, 25% in an asset with twice as much systematic risk as the market portfolio, and the remainder in a risk-free asset? 0.65 1.00 0.70 0.50 0.75

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