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1 Point Question 2 The expected return for the market is 12 percent, with a standard deviation of 20 percent. The expected risk-free rate is

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1 Point Question 2 The expected return for the market is 12 percent, with a standard deviation of 20 percent. The expected risk-free rate is 8 percent. Information is available for three mutual funds, all assumed to be efficient, as follows: Mutual Fund SD (%) Al-Danah GCC Equity Trading Fund 18.7 Al-Qasr GCC Equity Trading Fund 13.7 Al-Saffa GCC Equity Trading Fund 11 Based on the Capital Market Line (CML), Calculate the EXPECTED RETURN for Al-Danah GCC Equity Trading Fund (write the number as a fraction and round the answer to two decimal number) Add your

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