An analyst gathers the following information: - Risk-free rate: 2% - Expected return of the market portfolio: 10% - Standard deviation of the market portfolio: 20% - Standard deviation of the security: 35% - Correlation between the security and the market: 0.8 According to the Capital Asset Pricing Model (CAPM), the expected return of the security is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz