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    What Is the Beta of a Portfolio with an Expected
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What Is the Beta of a Portfolio with an Expected

Question 77

Question 77

Multiple Choice

What is the Beta of a portfolio with an expected return of 12% if Treasury bills yield 6% and the market risk premium is 8%?


A) 0.50
B) 0.75
C) 0.90
D) 1.50

Correct Answer:

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