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0 UPS, a delivery services company, has a beta of 1.5, and Wal-Mart has a beta of 0.7. The risk-free rate of interest is 5%

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0 UPS, a delivery services company, has a beta of 1.5, and Wal-Mart has a beta of 0.7. The risk-free rate of interest is 5% and the market risk premium is 7%. What is the expected return on a portfolio with 30% of its money in UPS and the balance in Wal-Mart? OA. 11% OB 12.16% O c. 11.58% OD. 11.35%

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