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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 51%. You know the risk-free rate is 2.67% and the market portfolio return is 12.34%. What's the best prediction on your portfolio's expected return? Multiple Choice 74196 8.15% 5.93% 8.89

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