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Two well-diversified portfolios, A and B, have expected returns of 12% and 9%., respectively. The Beta for Portfolio A is 1.2 while the Beta for

Two well-diversified portfolios, A and B, have expected returns of 12% and 9%., respectively.
The Beta for Portfolio A is 1.2 while the Beta for Portfolio B is 0.8.
Assuming CAPM is true, what is the expected return on the Market (E(RM)?

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