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You have a stock portfolio consisting of stocks A , B , and C . The portfolio weights and betas of the three stocks are
You have a stock portfolio consisting of stocks A B and C The portfolio weights and betas of the three
stocks are given in the table below. You know that the market portfolio is expected to return per year with
a standard deviation of The riskfree rate is What is the expected return of the portfolio according to
the CAPM?
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