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Suppose you constructed an equally weighted portfolio of Three stocks while every stock has the same expected annual return of 15%, the same expected annual
Suppose you constructed an equally weighted portfolio of Three stocks while every stock has the same expected annual return of 15%, the same expected annual standard deviation of 20%, the same beta value of 1.6, and any two stocks have the same correlation coefficient of 0.5. The expected return of the market portfolio is 10%, market volatility is 12% and the risk-free rate is 4%.
the expected return of your portfolio is?
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