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What is the CAPM expected return of a portfolio with 36% invested in the market portfolio, 23% invested in risk-free assets, and the rest invested
What is the CAPM expected return of a portfolio with 36% invested in the market portfolio, 23% invested in risk-free assets, and the rest invested in a stock with a beta of 2.1? The risk free rate is 0.9% and the expected market risk premium is 5.4%. Answer in percent, rounded to two decimal places.
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