The average returns, standard deviation and betas for three funds and the S&P are given below. The risk-free rate is 3%. Use Fund A the risk-free asset to create a complete portfolio that has the same standard deviation as the market portfolio. What is the expected return of this complete portfolio?   Fund Avg. Return Std. Dev Beta A 16% 30% 1.1 B 18% 25% 1.2 C 22% 35% 1.3 S&P 500 14% 20% 1.0

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