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Evaluate the expected return on portfolio

Task: Beta and CAPM

Suppose the risk free rate is 6.3% and the market portfolio has an expected return of 14.8%. The market portfolio has a variance of .0498. Portfolio Z has a correlation coefficient with the market of .45 and a variance of .1783. According to CAPM, what is the expected return on portfolio Z?

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Finance Basics: Evaluate the expected return on portfolio

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