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The expected return on the market portfolio is 8% and the risk-free rate is 2%, calculate the expected return on the following portfolios: a. (Asset

The expected return on the market portfolio is 8% and the risk-free rate is 2%, calculate the expected return on the following portfolios:

a. (Asset A, Asset B) = (40%,60%), = 1.2, = 0.7

b. (Asset A, Asset B, Risk-free Asset) = (30%,50%,20%), = 1.2, = 0.7

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