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Consider a portfolio that is composed of the following stocks. The treasury rate is 3%, the market risk premium is 5%. What is the expected

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Consider a portfolio that is composed of the following stocks. The treasury rate is 3%, the market risk premium is 5%. What is the expected return of the portfolio? Stock Amount Invested Beta A $4 million 1.8 $2 million $2 million 1.4 D $1 million 0.8 E $1 million 0.4 B 1.6 12.4% 10.2% eso 9.0% 9.8% 10. valu and beta 11.0% See ar Aran

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