Portfolio expected return beta

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Reference no: EM13911784

Consider the following information

Portfolio Expected Return Beta

Risk-free 10% 0

Market 18 1.0

A 16 1.5

a. Calculate the expected return of portfolio A with a beta of 1.5.

b. What is the alpha of portfolio A. (Negative value should be indicated by a minus sign.)

Reference no: EM13911784

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