Question: Consider the following table: Expected return on stock A 15 Expected return on stock B 9 Beta of stock A 2 Beta of Stock B

Consider the following table:

Expected return on stock A 15
Expected return on stock B 9
Beta of stock A 2
Beta of Stock B 0.8

Assume that CAPM holds. What is the expected return on the market portfolio? Include at least two digits.

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