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Save Suppose News Corporation shares have a beta of 1.57, whereas CBA shares have a beta of 0.99. If the risk-free interest rate is 4.9%

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Save Suppose News Corporation shares have a beta of 1.57, whereas CBA shares have a beta of 0.99. If the risk-free interest rate is 4.9% and the expected return of the market portfolio is 13.8%, according to the CAPM. a. what is the expected return of News Corp shares? b. what is the expected return of CBA shares? e what is the beta of a portfolio that consists of 65% News Corpshares and 35% CBA shares? d. What is the expected retum of a portfolio that consists of 65% News Corpshares and 35% CBA shares? a. What is the expected return of News Corp Shares? News Corp's expected retumis % (Round to one decimal place)

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