Bad Consider the following information on asset X and the market portfolio M. If you...

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Bad Consider the following information on asset X and the market portfolio M. If you were to hold 1/3 of your portfolio in the risk-free asset, and 2/3 in portfolio X, what would its market beta be? Okay Good Probability 1/3 1/3 1/3 Market M 8% 10% Asset X 11% 2% 15% Select one: O a. Beta 0.95 O b. Beta 0.85 0 C. Beta 1.05 O d. Beta 0.35

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