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Consider a portfolio consisting of 2 assets, a share with a beta of 1.02 and market risk premium of 12%, and a risk-free asset with
Consider a portfolio consisting of 2 assets, a share with a beta of 1.02 and market risk premium of 12%, and a risk-free asset with an expected return of 3%. If the portfolio weighting is 65% of shares and 35% of the risk-free asset, what is the expected return on the portfolio? Group of answer choices16.18% 10.96% 8.97% 9.4%
Consider a portfolio consisting of 2 assets, a share with a beta of 1.02 and market risk premium of 12%, and a risk-free asset with an expected return of 3%. If the portfolio weighting is 65% of shares and 35% of the risk-free asset, what is the expected return on the portfolio?
Group of answer choices16.18%
10.96%
8.97%
9.4%
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Auditing Cases An Active Learning Approach
Authors: Mark S. Beasley, Frank A. Buckless, Steven M. Glover, Douglas F. Prawitt
2nd Edition
0130674842, 978-0130674845
