Matthew knows that the beta of his portfolio is equal

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Matthew knows that the beta of his portfolio is equal to 1, but he does not know the risk-free rate of return or the market risk premium. He also knows that the expected return on the market is 10.75 percent. What is the expected return on Matthew's portfolio? (Round answer to 2 decimal places, e.g. 12.25)

Reference no: EM132383923

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