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Suppose the risk-free rate is 4.8% and the market portfolio has an expected return of 11.4%. The market portfolio has a variance of .0429. Portfolio

Suppose the risk-free rate is 4.8% and the market portfolio has an expected return of 11.4%. The market portfolio has a variance of .0429. Portfolio Z has a correlation coefficient with the market of .39 and a variance of .1783. According to the capital asset pricing model, what is the expected return on portfolio Z

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