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You want to form a portfolio that has the same systematic risk as the market,...

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Finance

You want to form a portfolio that has the same systematic risk as the market, and you have $1,000,000 to invest in stocks A, B and C. You invest $400,000 in Stock A, which has a beta of 1.25, and $100,000 in Stock B, which has a beta of 1.60. What will the beta of Stock C need to be, to fit your systematic risk requirement?

(Please express your answer as a decimal to two decimal places.)

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