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A portfolio is made of two assets, Alpha and Beta with an expected return E(R) of 15% and 21% respectively, and risks of 35% and

A portfolio is made of two assets, Alpha and Beta with an expected return E(R) of 15% and 21% respectively, and risks of 35% and 25% respectively. Alpha and Beta are correlated at 0.5. The portfolio is made of 85% of Alpha and the rest of Beta. Compute the portfolio's expected return:

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