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Consider the following information: Beta Portfolio Risk-free Market Expected Return 68 11.4 9.4 1.0 2.0 a. Calculate the return predicted by CAPM for a portfolio

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Consider the following information: Beta Portfolio Risk-free Market Expected Return 68 11.4 9.4 1.0 2.0 a. Calculate the return predicted by CAPM for a portfolio with a beta of 2.0. (Round your answer to 2 dec Return % b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign. Round your a Alpha

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