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Consider the following data: Item Value Risk-free rate of return 0.023 Expected return on the market 0.1 Expected return on the portfolio -0.002 Standard deviation

Consider the following data: Item Value Risk-free rate of return 0.023 Expected return on the market 0.1 Expected return on the portfolio -0.002 Standard deviation of the return on the market 0.113 Standard deviation of the return on the portfolio 0.209 The mean excess return for the portfolio is __________. Report your answer to four decimal places, e.g., 0.1234.

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