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Suppose the risk free rate is 4.4 percent and the market portfolio has an expected return of 10.9 percent. The market portfolio has a variance

Suppose the risk free rate is 4.4 percent and the market portfolio has an expected return of 10.9 percent. The market portfolio has a variance of .0391. Portfolio Z has a correlation coefficient with the market of .31 and a variance of .3407. According to the capital asset pricing model, what is the expected return on Portfolio Z?

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