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Consider a portfolio that is composed of the following stocks. The treasury rate is 3%, the market risk premium is 5%. What is the expected

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Consider a portfolio that is composed of the following stocks. The treasury rate is 3%, the market risk premium is 5%. What is the expected return of the portfolio? Stock B D Amount Invested $4 million $2 million $2 million $1 million $1 million Beta 1.8 1.6 1.4 0.8 0.4 12.4% 09.0% 10.2% 9.8% 11.0%

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