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Suppose the yield on short-term government securities (perceived to be risk-free) is about 3%. Suppose also that the expected return required by the market for

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Suppose the yield on short-term government securities (perceived to be risk-free) is about 3%. Suppose also that the expected return required by the market for a portfolio with a beta of 1 is 8.0%. According to the capital asset pricing model, what is the expected return on the market portfolio? (Round your answer to 1 decimal place.) 11.13% OA 5.28% OB. 3.0% OC. 9.4% D

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