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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 7% per year with
a standard deviation of 20%. The risk-free rate is 2%. What is the expected return of the portfolio according to
the CAPM?
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