What is the expected return of a portfolio

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Suppose Autodesk stock has a beta of 2.40?, whereas Costco stock has a beta of 0.74. If the? risk-free interest rate is 6 %, and the expected return of the market portfolio is 11.0 %?, what is the expected return of a portfolio that consists of 65% Autodesk stock and 35% Costco? stock, according to the? CAPM?

Reference no: EM132406921

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