Your portfolio has a beta of 1.26. The portfolio consists of 13 percent U.S. Treasury...

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Finance

Your portfolio has a beta of 1.26. The portfolio consists of 13 percent U.S. Treasury bills, 31 percent in stock A, and 56 percent in stock B. Stock A has a risk-level equivalent to that of the overall market. What is the beta of stock B?

1.43

1.70

1.32

1.12

0.56

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