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Suppose you construct a cross-assets portfolio by including only the Treasury bills and an index mutual fund which represents the overall market. The weight of

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Suppose you construct a cross-assets portfolio by including only the Treasury bills and an index mutual fund which represents the overall market. The weight of the Treasury bills in your portfolio is 45%. You know the risk-free rate is 6.94% and the market portfolio return is 10.33%. What's the best prediction on your portfolio's expected return? Multiple Choice 7.04% 8.80% 9.68% 10.57%

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