You own a portfolio with 50 invested in a risk-free asset


You own a portfolio with 50% invested in a risk-free asset, 30% in stock A with a beta of 1.5 and 20% in stock B. Your portfolio has the same expected return as the market portfolio. What is the beta of stock B? (The risk-free rate is 5%). Please show me formula or how to solve it.

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Financial Management: You own a portfolio with 50 invested in a risk-free asset
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