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Consider the following information: table [ [ Portfolio , table [ [ Expected ] , [ Return ] ] , Beta ] ,

Consider the following information:
\table[[Portfolio,\table[[Expected],[Return]],Beta],[Risk-free,11%,0],[Market,16.0,1.0],[A,12.0,0.7]]
Required:
a. Calculate the expected return of portfolio A with a beta of 0.7.
Note: Round your answer to 2 decimal places.
Expected return
b. What is the alpha of portfolio A.
Note: Negative value should be indicated by a minus sign. Round your answer to 2 decimal places.
Alpha
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