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QUESTION 11 Consider the following information: Portfolio Expected Return Beta Risk-Free 7% 0 Market 12.8% 1.0 Portfolio A 11.5% 1.9 What is the return predicted

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QUESTION 11 Consider the following information: Portfolio Expected Return Beta Risk-Free 7% 0 Market 12.8% 1.0 Portfolio A 11.5% 1.9 What is the return predicted by CAPM for a portfolio with a beta of 1.9? O 11.02% 18.02% 11.5% 24.32%

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