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Problem 13-17 Using the SML (LO4) Asset W has an expected return of 11.8 percent and a beta of 1.20. If the risk-free rate is

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Problem 13-17 Using the SML (LO4) Asset W has an expected return of 11.8 percent and a beta of 1.20. If the risk-free rate is 3.4 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 intermediate calculations. Enter your expected returns as a percent rounded to 2 decimal places, e.g., 32.16, and your beta answers to 3 decimal places, e.g., 32.161.) Portfolio Beta Percentage of Portfolio in Asset W 0 % 25 50 Portfolio Expected Return 3.40% 5.50% 7.60% 9.70 % 11.80% 13.90 % 16.00% 75 100

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