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Problem 1 1 - 1 7 Using the SML Asset W has an expected return of 1 0 . 2 percent and a beta of

Problem 11-17 Using the SML
Asset W has an expected return of 10.2 percent and a beta of 1.20. If the risk-free rate is
4.2 percent, complete the following table for portfolios of Asset W and a risk-free asset.
(Leave no cells blank - be certain to enter "0" wherever required. Do not round
Intermedlate calculations. Enter your expected return answers as a percent rounded
to 2 decimal places, e.g..3216, and beta answers to 3 decimal places, e.g.,32.161.)
If you plot the relationship between portfolio expected return and portfolio beta, what is
the slope of the line that results? (Do not round intermedlate calculations and enter
your answer as a percent rounded to 2 decimal places, e.g.,32.16.)
Slope of the line
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