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Intro An investor holds two well-diversified portfolios on US securities. The expected return on portfolio A is 13% and the expected return on portfolio B

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Intro An investor holds two well-diversified portfolios on US securities. The expected return on portfolio A is 13% and the expected return on portfolio B is 8%, and BA = 1 and BB = 0.7. Attempt 1/5 for 10 pts. Part 1 What should be the risk-free rate according to the CAPM? ||4+ decimals Submit

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