Question: Suppose you have a portfolio that has $ 2 9 0 in stock A with a beta of 1 . 0 4 , $ 1
Suppose you have a portfolio that has $ in stock A with a beta of $ in stock B with a beta of and $ in the riskfree asset. You have another $ to invest. You wish to achieve a beta for your whole portfolio to be the same as the market beta.
What is the beta of the added security?
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