9. Leslie Nunamaker owns a portfolio whose market model is expressed as: Tp = 1.5% + O.gOT!...

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9. Leslie Nunamaker owns a portfolio whose market model is expressed as:

Tp = 1.5% + O.gOT! + 8p!

If the expected return on the market index is 12%,what is the expected return on Leslie's portfolio?

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Investments

ISBN: 9788120321014

6th Edition

Authors: William F. Sharpe, Gordon J. Alexander, Jeffery V. Bailey

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