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Suppose the risk-free rate is 5.80% and the market portfolio has an expected return of 15.50%. A portfolio is invested equally in three securities with

Suppose the risk-free rate is 5.80% and the market portfolio has an expected return of 15.50%. A portfolio is invested equally in three securities with betas of 0.80, 1.55, and 1.60 respectively. What is the expected return on this portfolio?

	18.57%
	19.04%
	19.50%
	19.96%
	20.43%

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