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An investor wants to combine a portfolio of risky assets with a risk free asset. If the combined portfolio contains 95% risky assets and 5%
An investor wants to combine a portfolio of risky assets with a risk free asset. If the combined portfolio contains 95% risky assets and 5% risk free assets, what is the expected return of the portfolio if the risky assets have an expected return of 15.00% and the risk free rate is 4.10%. What is the portfolio beta if the beta of the risky assets is 0.64. | |||||||
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