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You form a portfolio by investing 65% of your money in a risky stock with a beta of 1.6 and the rest of your money

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You form a portfolio by investing 65% of your money in a risky stock with a beta of 1.6 and the rest of your money in a risk-free asset. The risk-free rate and the expected market rate of return are 0.05 and 0.12, respectively. According to the capital asset pricing model (CAPM), the expected return of the resulting portfolio is: 12.28% 16.20% OB. 8.92% oc 9.55% OD OE 7.80%

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