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You own a portfolio that is evenly distributed among Malaysia Treasury bills, Stock A with a beta of .84, stock B with a beta of

You own a portfolio that is evenly distributed among Malaysia Treasury bills, Stock A with a beta of .84, stock B with a beta of 1.48, and stock C, which is equally as risky as the market. The risk-free rate of return is 3.5 % and the expected return on the market is 10 %. What is the expected return on the portfolio?

a. 7.8 % b. 8.4 % c. 8.9 % d. 11.8 %

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