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Question 5 1 pts Consider a well-diversified portfolio, A, in a two-factor economy. The risk-free rate is 6%, the risk premium on the first factor

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Question 5 1 pts Consider a well-diversified portfolio, A, in a two-factor economy. The risk-free rate is 6%, the risk premium on the first factor portfolio is 4% and the risk premium on the second factor portfolio is 3%. If portfolio A has a beta of 1.2 on the first factor and 8 on the second factor, what is its expected return? (Note: enter the exact decimal answer, do not enter percentage values. If an exact decimal answer is not available, round it to two decimal places.)

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