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Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta 1.15 B 1.7 $250,000 150,000 400,000 200,000 $1,000,000
Quantitative Problem: You are holding a portfolio with the following investments and betas: Stock Dollar investment Beta 1.15 B 1.7 $250,000 150,000 400,000 200,000 $1,000,000 0.8 D -0.35 Total investment The market's required return is 9% and the risk-free rate is 3%. What is the portfolio's required return? Round your answer to 3 decimal places. Do not round intermediate calculations. 61.39 % Show All Feedback
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