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3. Suppose that borrowing is restricted so that the zero-beta version of the CAPM holds. The expected return on the market portfolio is 19%, and

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3. Suppose that borrowing is restricted so that the zero-beta version of the CAPM holds. The expected return on the market portfolio is 19%, and on the zero-beta portfolio is 6%. What is the expected return on a portfolio with a beta of 0.72 (25p) NOTE: PLEASE SHOW HOW YOU COMPUTE EACH OF THE ITEMS

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