Question: Security Expected Return Beta Standard Deviation of Returns A 1.7 0.50 B 8% 0.15 1.4 0.50 Risk-free 0.5% Market Index 9% Consider a portfolio that

Security Expected Return Beta Standard Deviation of Returns A 1.7 0.50 B 8% 0.15 1.4 0.50 Risk-free 0.5% Market Index 9% Consider a portfolio that contains security C and the risk-free asset. The portfolio weight for the risk-free security is -50%, and 150% for Security C. What is the beta of this portfolio (Round to 2 decimal places)

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