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Stock A has an expected return of 17.5 percent and a beta of 1.24. The risk-free rate is 3.8 percent. The following portfolios consist of

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Stock A has an expected return of 17.5 percent and a beta of 1.24. The risk-free rate is 3.8 percent. The following portfolios consist of Stock A and a risk-free asset Portfolio Percentage of Portfolio Portfolio Expected Stock A Portfolio in Beta Return 75 Y 125 (a) (3 points) Compute Portfolio X's expected return and beta (b) (3 points) Compute Portfolio Y's expected return and beta Paragraph BI 66 Pa

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