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Question 22 (3.3 points) An investor put 40% of her money in stock A and 60% in stock B. Stock A has a beta of
Question 22 (3.3 points) An investor put 40% of her money in stock A and 60% in stock B. Stock A has a beta of 0.6 and stock B has a beta of 1.6. If the risk-free rate is 2% and the market risk premium is 7%, what is the expected portfolio return? OA) 9.96% B) 10.20% C) 10.40% OD) 10.12%
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