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A portfolio consists of one risk asset and one risk-free asset. The risky asset has an expected return of 15% and a beta of 1.6.

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A portfolio consists of one risk asset and one risk-free asset. The risky asset has an expected return of 15% and a beta of 1.6. The risk free-rate asset has an expected return of 3%. If the portfolio beta is 1.1, what is the expected return of the portoflio? OA 11.259 OB 13.20% OO 19.20% OD 6.00% O E 6.75%

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