Assume that the CAPM holds. Using monthly returns, you concluded that Amazon's beta is 1.5. You...

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Assume that the CAPM holds. Using monthly returns, you concluded that Amazon's beta is 1.5. You expect a return of 20% for Amazon over the next 12 months. Similarly, you concluded that GE has a beta of 1 and an expected return of 15%. Based on this information, the expected return over the next 12 months (in percentage terms) for a diversified portfolio with a beta of 2 is: Assume that the CAPM holds. Using monthly returns, you concluded that Amazon's beta is 1.5. You expect a return of 20% for Amazon over the next 12 months. Similarly, you concluded that GE has a beta of 1 and an expected return of 15%. Based on this information, the expected return over the next 12 months (in percentage terms) for a diversified portfolio with a beta of 2 is:

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