Suppose you have the following possible risky investments (A,B,C,D) and a risk free investment (RF)...
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Finance
Suppose you have the following possible risky investments (A,B,C,D) and a risk free investment (RF) where the states have equal probability of occurring:
Investment
State 1
State 2
State 3
State 4
A
-3
1
5
5
B
2
10
10
-5
C
3.75
2.25
1.75
-0.75
D
7
17
-2
-7
RF
1
1
1
1
What is the Beta of investment C if investment A is the reference portfolio?
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