What is the expected return on portfolio z

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Suppose the risk-free rate is 3.2 percent and the market portfolio has an expected return of 9.9 percent. The market portfolio has a variance of .0282. Portfolio Z has a correlation coefficient with the market of .18 and a variance of .3185

According to the capital asset pricing model, what is the expected return on Portfolio Z?

Reference no: EM132035782

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