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Stock A has a beta of 1.30 and an expected return of 14%. Stock B has a beta of 0.80 and an expected return of

Stock A has a beta of 1.30 and an expected return of 14%. Stock B has a beta of 0.80 and an expected return of 10%. If you construct a portfolio of stock A and Treasury Bills that has the same systematic risk as the market index, what will be your portfolios expected return? Assume all stocks are fairly priced.

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