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has expected of (15 points) Suppose the risk-free rate is 6.3% and the market portfolio return of 14.8%. The market portfolio has a variance of

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has expected of (15 points) Suppose the risk-free rate is 6.3% and the market portfolio return of 14.8%. The market portfolio has a variance of 0.0121. Portfolio Z has a correlation coefficient with the market of 0.45 and a variance of 0.0169. According to CAPM, what is the expected rate of return on portfolio Z? 4" an rate

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