If the relative weight of securities in a portfollio is 10%, 50% and 40%; the...

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Finance

If the relative weight of securities in a portfollio is 10%, 50% and 40%; the expected returns are 8%, 12%, and 15%; and the betas are 0.8, 0.95, and 1.10, respectively: the expected return on the portfollio is:

a. 15.00%

b. 17.60%

c. 12.80%

d. 14.25%

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