Qestion 9 (of 11) |Save & Exit | | Submit 9 value: 10.00 points the risk-free rate is 3.3 percent and the market portfolio has an expected return of 10 percent. The Sup market portfolio has a variance of .0292. Portfolio Z has a correlation coefficient with the market of.19 and a variance of.3195 Acoording to the capital asset pricing model, what is the expected return on Portfolio Z? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g, 32.16.) Expected return References Worksheet Section: 11.8 Market Equilibrium Difficulty: 2 Intermediate Section: 11.9 Relationship betweern Risk and Expected Return (CAPM) vor