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Business, 14.04.2020 23:04 lindalu

A portfolio consists of one risk asset and one risk-free asset. The risky asset has an expected return of 15% and a beta of 1.6. The risk free-rate asset has an expected return of 3%. If the portfolio beta is 1.1, what is the expected return of the portoflio?
A. 11.259
B. 13.20%
C.19.20%
D. 6.00%
E. 6.75%

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