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Suppose the risk-free rate is 4.60% and the market portfolio has an expected return of 12.50%. A portfolio is invested equally in three securities with

Suppose the risk-free rate is 4.60% and the market portfolio has an expected return of 12.50%. A portfolio is invested equally in three securities with betas of 0.50, 1.25, and 1.30 respectively. What is the expected return on this portfolio? 12.32% 12.63% 12.95% 13.26% 13.58%

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