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Consider the following two securities X and Y.

X: Return = 20.0%; Standard Deviation = 20.0%; Beta = 1.5

Y: Return = 10.0%; Standard Deviation = 30.0%; Beta = 1.0

Risk-free asset: Return = 5.0%

Using the data​, what is the portfolio expected return if you invest 100 percent of your money in​ x, borrow an amount equal to half of your own investment at the risk-free rate and invest your borrowings in asset​ x?

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