In a portfollio comprised of a stock and a risk free asset, what is the...

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Finance

In a portfollio comprised of a stock and a risk free asset, what is the percent weight of the risk free asset if the risky asset has a beta of 1.1 and the beta of the portfollio is 0.75?

a. 28.40%

b. 43.00%

c. 27.50%

d. 31.80%

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