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Your portfolio consists of $85,100 invested in a stock that has a beta =1.3, $66,730 invested in a stock that has a beta =0.7, and

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Your portfolio consists of $85,100 invested in a stock that has a beta =1.3, $66,730 invested in a stock that has a beta =0.7, and $68,665 invested in a stock that has a beta =1.4. The risk-free rate is 2.5%. Last year this portfolio had a required return of 9.8%. This year nothing has changed except that the market risk premium has increased by 2.8%. What is the portfolio's current required rate of return? 14.02% 12.02% 10.02% 11.02% 13.02%

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