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You have one risk-free asset and one risky stock in your portfolio. The risk-free asset has an expected return of 5.8 percent. The risky stock

You have one risk-free asset and one risky stock in your portfolio. The risk-free asset has an expected return of 5.8 percent. The risky stock has a beta of 1.8 and an expected return of 12.3 percent. What's the expected return on the portfolio if the portfolio beta is .958?

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