Question: Consider a world in which there are only 2 risky assets, A and B, and a risk-free asset F. The two risky assets are in

Consider a world in which there are only 2 risky assets,

Consider a world in which there are only 2 risky assets, A and B, and a risk-free asset F. The two risky assets are in equal supply in the market; that is, M = (A + B). The following information is known: = PF 0.02 03 = 0.04 o = 0.02 OAB 0.01 rm = 0.18 . = According to the Capital Asset Pricing Model (CAPM), what is TB, the expected rate of return of risky asset B? Please express your numerical answer as a percentage (not decimal) and round your answer to the nearest integer

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