You have a portfolio of two stocks held in equal weights. The ABC stock has a beta of 1.7, and the XYZ stock has a beta of -0. The risk free rate is… | Cheap Nursing Papers
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You have a portfolio of two stocks held in equal weights. The ABC stock has a beta of 1.7, and the XYZ stock has a beta of -0. The risk free rate is…

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You have a portfolio of two stocks held in equal weights. The ABC stock has a beta of 1.7, and the XYZ stock has a beta of -0.7. The risk free rate is 5% and the market risk premium is 8%. What is the return on the portfolio?

Enter as a percent and round to the nearest hundredth of a percent.

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