Question: Suppose that borrowing is restrictedso that the zero beta version of the CAPM holds. The expected return on the market portfolio is 11%, and on

Suppose that borrowing is restrictedso that the zero beta version of the CAPM holds. The expected return on the market portfolio is 11%, and on the zero beta portfolio it is 15%.What is the expected return on a portfolio woth a beta of 0.6?

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