Portfolio Expected Return Beta A 20% 1.4 B 25 1.2 10. Portfolio Expected Return Standard Deviation A

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Portfolio Expected Return Beta A 20% 1.4 B 25 1.2 10.

Portfolio Expected Return Standard Deviation A 30% 35%

B 40 25 11.

Portfolio Expected Return Standard Deviation Risk-free 10% 0%

Market 18 24 A 16 12 www.mhhe.com/bkm 7 Capital Asset Pricing and Arbitrage Pricing Theory 221 12.

Portfolio Expected Return Standard Deviation Risk-free 10% 0%

Market 18 24 A 20 22 LO.1

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Essentials Of Investments

ISBN: 9780697789945

8th Edition

Authors: Zvi Bodie, Alex Kane, Alan J. Marcus

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