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Consider the following information: table [ [ Portfolio , table [ [ Expected ] , [ Return ] ] , Beta ] ,
Consider the following information:
tablePortfoliotableExpectedReturnBetaRiskfree,MarketA
Required:
a Calculate the expected return of portfolio A with a beta of
Note: Round your answer to decimal places.
Expected return
b What is the alpha of portfolio
Note: Negative value should be indicated by a minus sign. Round your answer to decimal places.
Alpha
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