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Suppose the risk-premium on the market portfolio is estimated at 8% with a standard deviation of 22%. What is the risk premium on a portfolio

Suppose the risk-premium on the market portfolio is estimated at 8% with a standard deviation of 22%. What is the risk premium on a portfolio invested 25% in GE with a beta of 0.8 and 75% in Delta with a beta of 1.2 ? 6.6% 4.4% 2.2% 8.8%

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