Question: Question 11 (4 points) Suppose you are looking at three assets. Minnesota Pharmaceuticals has an expected return of 11.5% and a beta of 1.2. The
Question 11 (4 points) Suppose you are looking at three assets. Minnesota Pharmaceuticals has an expected return of 11.5% and a beta of 1.2. The expected Market return is 6%. The riskless rate is 2.5%. The weights are 1/3 each. What is the expected return on the portfolio? 10.33% 8.33% 6.67% 9.67%
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