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Suppose that the S&P 500, with a beta of 10 has an expected return of 15% and T-bills provide a risk-free return of 6%. a.

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Suppose that the S&P 500, with a beta of 10 has an expected return of 15% and T-bills provide a risk-free return of 6%. a. What would be the expected return and beta of portfolios constructed from these two assets with weights in the S&P 500 of 0:00 0.25: (m) 0.50: (V) 075: M 1.0? (Leave no cells blank.be certain to enter "O" wherever required. Do not round intermediate calculations. Enter the value of Expected return as a percentage rounded to 2 decimal places and value of Beta rounded to 2 decimal places.) Beta pod 0 ) ( (0) 0.25 Expected Return % 96 % % % 0.50 (V) 0.75 (v) 1.0 b. How does expected return vary with beta? (Do not round Intermediate calculations.) The expected return by for a one unit increase in bota

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