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You have an equally weighted portfolio that consists of equity ownership in three firms. Firm A is trading at $61 share and has a beta

You have an equally weighted portfolio that consists of equity ownership in three firms. Firm A is trading at $61 share and has a beta of 0.85; Firm B is trading at $67 per share with a beta of 1.99; Firm C is trading at $114 per share with a beta of 0.81. Assume a risk free rate of 4.8% and market return of 6.5%. If each stock has a standard deviation of 35% and the stocks have a correlation of 0.30 with each other, your portfolio's expected return is?

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