Question: Question 4 (1.5 points) Assume you want to construct a portfolio with a beta of portfolio of 1.0 from the following two securities Security

Question 4 (1.5 points) Assume you want to construct a portfolio with a beta of portfolio of 1.0 from the following two securities Security Return Beta 1 16.0% 1.60 2 12.5% 0.80 What percentage of your portfolio should be invested in Security 1? 62.50% 37.50% 75.00% 25.00% 50.00%

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