You own a portfolio equally invested in a risk-free asset, Financial Management

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You own a portfolio equally invested in a risk-free asset

You own a portfolio equally invested in a risk-free asset and two stocks. If one of the stocks has a beta of 1.20 and the total portfolio is equally as risky as the market, what must the beta be for the other stock in your portfolio? (Round your answer to 2 decimal places. (e.g., 32.16))

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Financial Management: You own a portfolio equally invested in a risk-free asset

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