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felix owns two stocks : pepsi and coca cola. 47% of his holdings are in coca-cola and the rest is in pepsi. the current betw

felix owns two stocks : pepsi and coca cola. 47% of his holdings are in coca-cola and the rest is in pepsi. the current betw of coca-cola is .72 and the current beta of pepsi is .62. the risk free rate is currently 2% and the market risk premium is 6% what is the expected return of the portfolio

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