Question: Take Test: EFB335 Mid-Semester Exam QUESTION 2 Assuming the expected rate of return on a portfolio E() is linearly related to the total risk of

Take Test: EFB335 Mid-Semester Exam QUESTION 2 Assuming the expected rate of return on a portfolio E() is linearly related to the total risk of the portfolio o, and their relationship can be expressed as: E(r) = R +mX The risk-free rate Rf is 196. The portfolio's expected rate of return is 5% when the total risk is 12%. The value of m should be: a. 0.25 O b. 0.33 C. 0.50 d. 0.55 e. None of the above. 1 points Save

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