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Suppose the risk-free rate is 5.00% and the market portfolio has an expected return of 13.50%. A portfolio is invested equally in three securities with

Suppose the risk-free rate is 5.00% and the market portfolio has an expected return of 13.50%. A portfolio is invested equally in three securities with betas of 0.60, 1.35, and 1.40 respectively. What is the expected return on this portfolio?

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