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Consider the following information: Portfolio Expected Return Beta Risk-free 10 % 0 Market 15.0 1.0 A 11.2 0.6 a. Calculate the expected return of portfolio

Consider the following information: Portfolio Expected Return Beta Risk-free 10 % 0 Market 15.0 1.0 A 11.2 0.6 a. Calculate the expected return of portfolio A with a beta of 0.6. (Round your answer to 2 decimal places.)

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