Question: Question 9 7.5 pts Ses- A stock has a beta of 1.35 and an expected return of 15 percent. A risk-free asset currently earns 5.1

Question 9 7.5 pts Ses- A stock has a beta of 1.35 and an expected return of 15 percent. A risk-free asset currently earns 5.1 percent. The beta of a portfolio comprised of these two assets is 0.85. What percentage of the portfolio is invested in the stock? (hint: the beta of the risk-free asset is zero). 77 percent Course 63 percent 71 percent Mass Meet C 92 percent

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