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Your portfolio has a beta of 1.2. The risk free rate is 5% and the market portfolio return is 15%. What happens to your portfolio's

Your portfolio has a beta of 1.2. The risk free rate is 5% and the market portfolio return is 15%. What happens to your portfolio's expected return if the portfolio's beta increases to 1.8 risk-free rate increases to 6% but the market portfolio return decreases to 10%

A) It increases from 13.2% to 17%

B) It increases from 23% to 24%

C) It decreases from 17% to 13.2%

D) It decreases from 24% to 23%

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