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There are two risky assets and one risk - free asset. Risky asset 1 has expected return 5 % and volatility 3 % . Risky

There are two risky assets and one risk-free asset. Risky asset 1 has expected return 5% and volatility 3%. Risky asset 2 has expected return 7% and volatility 5%. The risk-free rate is 1%. Each risky asset has its own capital allocation line. What is the expected return of the only portfolio that lies on both capital allocation lines?

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