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Suppose the risk-free rate is 5.5 percent and the market portfolio has an expected return of 12.4 percent. The market portfolio has a variance of

Suppose the risk-free rate is 5.5 percent and the market portfolio has an expected return of 12.4 percent. The market portfolio has a variance of 0.0423. Portfolio Z has a correlation coefficient with the market of 0.41 and a variance of 0.1713. According to the capital asset pricing model, what is the expected return on portfolio Z

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