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Risk-averse Corp has a very conservative Beta of 0.8, while Risk-loving Corp has a Beta of 1.9. If the T-bill rate is 4.5%, and the

Risk-averse Corp has a very conservative Beta of 0.8, while Risk-loving Corp has a Beta of 1.9. If the T-bill rate is 4.5%, and the market is expected to provide a return of 12.5%, what is the expected return on a portfolio composed of 60% Risk-averse Corp and 40% Risk-loving Corp?

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