01-2020.2 Corporate Finance Ty courses / F316-01-2020.2 / Midterm / Midterm Group A Consider a...

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01-2020.2 Corporate Finance Ty courses / F316-01-2020.2 / Midterm / Midterm Group A Consider a portfolio consisting of the following three stocks Koza, Eregli and Turkcell: Portfolio Correlation with the Stocks weight Volatility market portfolio Koza 0.25 129 0.30 Eregli 0.16 15% 0.25 Turkcell 0.59 20% 0.54 The volatility of the market portfolio is 9% and it has an expected return of 10%. The risk-free rate is 5%. What is the expected return of the portfolio? Select one: O A. 9.375% OB. 16.6% O C.9% O D. 8.75% O E. 0%

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