Question: Suppose the risk free rate is 4 8 percent and the market

Suppose the risk-free rate is 4.8 percent and the market portfolio has an expected return of 11.4 percent. The market portfolio has a variance of 0.0429. Portfolio Z has a correlation coefficient with the market of 0.39 and a variance of 0.1783. According to the CAPM, what is the expected return on portfolio Z?

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