Question: What is the CAPM-implied expected retum on a portfolio that is equally invested in a market index fund and the risk-free asset? Assume a risk-free

What is the CAPM-implied expected retum on a portfolio that is equally invested in a market index fund and the risk-free asset? Assume a risk-free rate of 2.7% and a market risk premium of 8.8%. Enter your answer as a percentage rounded to 2 decimal places. (An answer of 23.456 would be entered as 23.46)

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