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AMAN Unance 2 21 CFR France 2nance et Marchs Question 5 (3 pts) 2x A portfolio is composed 10% of the risk-free asset, 30% of
AMAN Unance 2 21 CFR France 2nance et Marchs Question 5 (3 pts) 2x A portfolio is composed 10% of the risk-free asset, 30% of the market portfolio, and the remaining 60% of a stock whose Beta is 1.4. If the risk-free rate is 2.5% and the expected return of the market is 11%, what is the expected return of this portfolio? 12.2% O 11% 15% 2.5%
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