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Calculate the market sensitivity index, and the expected return on the portfolio from the following data: 2.5% Standard Deviation Market standard deviation Risk-free rate of

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Calculate the market sensitivity index, and the expected return on the portfolio from the following data: 2.5% Standard Deviation Market standard deviation Risk-free rate of return 2.0% 13.0% Expected return on market portfolio 15.0% 0.8 Correlation coefficient of portfolio with market What will be the expected return of portfolio? If portfolio beta is 0.5 and the risk- free return is 10%

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