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(1) Assuming that two stocks constitute a market portfolio, the expected return, standard deviation, and share data are shown in the table below. Then, assume
(1) Assuming that two stocks constitute a market portfolio, the expected return, standard deviation, and share data are shown in the table below. Then, assume that the correlation coefficient of the two securities is 0.4 and the risk-free rate of return is 3%. Please write the capital market line Stocks Expected rate of return Standard deviation Share A 10% 20% 30% B 20% 30% 70%
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