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Consider the following information: Portfolio Risk-free Market Expected Return Beta 10% 12 0 1 0.8 A 10 a. Calculate the expected return of portfolio A

Consider the following information: Portfolio Risk-free Market Expected Return Beta 10% 12 0 1 0.8 A 10 a. Calculate the expected return of portfolio A with a beta of 0.8 Expected return % b. What is the alpha of portfolio A? Alpha %

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