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You've assembled the following portfolio: Stock Beta Portfolio weight 1 1.3 0.4 2 1.1 3 0.9 0.3 0.3 The expected market return is 8% and
You've assembled the following portfolio: Stock Beta Portfolio weight 1 1.3 0.4 2 1.1 3 0.9 0.3 0.3 The expected market return is 8% and the risk-free rate is 2%. Assume that the CAPM holds. Attempt 1/5 for 10 pts. Part 1 What is the beta of the portfolio? 2+ decimals Submit Attempt 1/5 for 10 pts. Part 2 What is the expected return of your portfolio? 3+ decimals
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