Question: Question 20 1 points Save an Consider a well-diversified portfolio, A, in a two factor economy. The risk-free rate is 5, the risk premium on

Question 20 1 points Save an Consider a well-diversified portfolio, A, in a two factor economy. The risk-free rate is 5, the risk premium on the first factor portfolio is 4%, and the risk premium on the second- factor portfolio is 6%. If portfolio A has a beta of 0.6 on the first factor and 18 on the second factor, what is its expected return? Excel 7.0W 13.0% 18.295 13.2% 8.04

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