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Suppose the risk-free rate is 6 3% and the market portfolio has an expected rate of return of 14 8% The market portfolio has a variance of Portfolio Z has a correlation coefficient with the

Suppose the risk-free rate is 6.3% and the market portfolio has an expected rate of return of 14.8%. The market portfolio has a variance of 0.0121. Portfolio Z has a correlation coefficient with the market of 0.45 and a variance of 0.0169. According to CAPM, what is the expected rate of return on portfolio Z? 4.

Apr 17 2020 Read more Less More

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