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Suppose the risk-free rate is 5.50% and the market portfolio has an expected return of 14.75%. A portfolio is invested equally in three securities with

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Suppose the risk-free rate is 5.50% and the market portfolio has an expected return of 14.75%. A portfolio is invested equally in three securities with betas of 0.73, 1.48, and 1.53 respectively. What is the expected return on this portfolio? 16.14% 16.56% 16.99% 17.41% 17.83%

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