Question: Both assets A and B plot on the SML. Asset A has an expected return of 15% and a beta of 1.7. Asset B has

Both assets A and B plot on the SML. Asset A has an expected return of 15% and a beta of 1.7. Asset B has an expected return of 12% and a beta of 1.1. What is the expected return on the market portfolio?

5.0%

6.5%

11.5%

It cannot be determined from this information.

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