Question: Security Expected Return Beta Standard Deviation of Returns A 1.9 0.40 B 9% 0.30 1.3 0.65 D 6.2% 0.58 0.15 Risk-free 1.5% Market Index 6%

Security Expected Return Beta Standard Deviation of Returns A 1.9 0.40

Security Expected Return Beta Standard Deviation of Returns A 1.9 0.40 B 9% 0.30 1.3 0.65 D 6.2% 0.58 0.15 Risk-free 1.5% Market Index 6% 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)? Your

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