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An investor put 40% of her money in stock A and 60% in stock B. Stock A has a beta of 0.8 and stock B

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An investor put 40% of her money in stock A and 60% in stock B. Stock A has a beta of 0.8 and stock B has a beta of 1.4. If the risk-free rate is 2% and the market risk premium is 7%, what is the expected portfolio return? A) 10.40% B) 9.96% C) 10.20% D) 10.12%

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