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Suppose the risk-free rate us 4.2% and the market portfolio has an expected return of 11.5%. A portfolio is invested equally in three securities with

Suppose the risk-free rate us 4.2% and the market portfolio has an expected return of 11.5%. A portfolio is invested equally in three securities with betas of 0.4, 1.15, and 1.2 respectively. What is the expected return on this portfolio?

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