Question: Please show work. Thanks for your help Stock A has a beta of 0.63 and volatility of 0.82. Stock Bhas a beta of 1.19 and

 Please show work. Thanks for your help Stock A has a

Please show work. Thanks for your help

Stock A has a beta of 0.63 and volatility of 0.82. Stock Bhas a beta of 1.19 and volatility of 0.54. The expected return on the market portfolio is 0.13, and the current T-Bill rate is 0.02. According to the CAPM, what is the expected return of a portfolio consisting of $11,000 in Stock A and $17,000 in Stock B? Enter your answer as a decimal and show 4 decimal places. For example, if your answer is 9.55%, enter 0955

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