Suppose Autodesk stock has a beta of 1.45, whereas Costco stock has a beta of 0.89. If therisk-free interest rate is 4% and the expected return on the market portfolio is 10%, what is the expected return of a portfolio that consists of 40% Autodesk stock and 60% Costco stock, according to the CAPM? https://blackboard.campbell.edu/bbcswebdav/pid-4974290-dt-content-rid-38668075 1/xid-38668075_1 O 10.01% O 10.49% O 10.68% O 9.29%

of 40% Autodesk stock and eOW Costco stock, aceerdro to the CAPM? 10.0176 10404 10604 0.29%