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A stock has a beta of 1.2 and an expected return of 17 percent. A...

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A stock has a beta of 1.2 and an expected return of 17 percent. A risk-free asset (i.e. t-bill) currently earns 5.1 percent. The beta of a portfolio comprised of these two assets is 0.90. What percentage of the portfolio is invested in the stock? O A. 75% O B.25% O C. 60% O D. 40% O E. 50%

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