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EJH has a beta of 1.6, CSH has a beta of 0.6, and KMS has a beta of 1.1. If you put 23% of
EJH has a beta of 1.6, CSH has a beta of 0.6, and KMS has a beta of 1.1. If you put 23% of your money in EJH, 18% in CSH, and 59% in KMS, what is the beta of your portfolio? The beta of your portfolio is (Round to two decimal places.) Suppose Autodesk stock has a beta of 2.10, whereas Costco stock has a beta of 0.69. If the risk-free interest rate is 6.5% and the expected return of the market portfolio is 12.5%, what is the expected retum of a portfolio that consists of 55% Autodesk stock and 45% Costco stock, according to the CAPM? The expected return is % (Round to two decimal places.)
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