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Question 5 options: 7.5% 7.6% 7.7% 7.8% 7.9% 8.0% 8.1% 8.2% 8.3% 8.4% 8.5% 8.6% 8.7% 8.8% 8.9% 9.0% 9.1% 9.2% 9.3% 9.4% 9.5% 9.6%

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Question 5 options:

7.5%

7.6%

7.7%

7.8%

7.9%

8.0%

8.1%

8.2%

8.3%

8.4%

8.5%

8.6%

8.7%

8.8%

8.9%

9.0%

9.1%

9.2%

9.3%

9.4%

9.5%

9.6%

9.7%

9.8%

9.9%

10.0%

Consider the following portfolio with five assets held in different proportions: 2 N Asset Asset Beta Weight in Portfolio 1 1.1 34% 0.8 8% 3 1.2 18% 4 1.1 17% 5 0.7 23% If the risk-free rate is 3.1% and the expected market return is 8.5%, what is the required return for the portfolio? 4

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