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1. 20 points. Consider the following information about the common stock of company P, an efficient portfolio Q, the market portfolio, and the riskless asset.

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1. 20 points. Consider the following information about the common stock of company P, an efficient portfolio Q, the market portfolio, and the riskless asset. The correlation between the return of stock P and the return of the market portfolio is 0.4. Please fill out the empty cells. Show your calculations. Expected Return Beta Standard Deviation Stock P 1.2 Efficient Portfolio Q 2 Market Portfolio 8% 20% Riskless Asset 3%

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