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Suppose the risk-free rate is 5.70% and the market portfolio has an expected return of 15.25%. A portfolio is invested equally in three securities with
Suppose the risk-free rate is 5.70% and the market portfolio has an expected return of 15.25%. A portfolio is invested equally in three securities with betas of 0.78, 1.53, and 1.58 respectively. What is the expected return on this portfolio?
A) 16.23%
B) 16.68%
C) 17.13%
D) 17.58%
E) 18.04%
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The Essentials Of Machine Learning In Finance And Accounting
Authors: Mohammad Zoynul Abedin, M. Kabir Hassan, Petr Hajek, Mohammed Mohi Uddin
1st Edition
