Three securities comprise of the risk-free asset

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You have invested $41,330 portfolio in three securities. The three securities comprise of the risk-free asset, Stock A, and Stock B. The beta of stock A is 2 while the beta of stock B is 0.6. 26% of the portfolio is invested in the risk-free security. What is the dollar amount invested in stock B if the beta of the portfolio is 1.1?

Reference no: EM131062794

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