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Suppose the risk-free rate is 4.70% and the market portfolio has an expected return of 12.75%. A portfolio is invested equally in three securities with
Suppose the risk-free rate is 4.70% and the market portfolio has an expected return of 12.75%. A portfolio is invested equally in three securities with betas of 0.53, 1.28, and 1.33 respectively. What is the expected return on this portfolio?
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