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(1 pt) Suppose the rate of return of the market has an expected value of rM = 0.12 and a standard deviation of M-0.15 Assume

(1 pt) Suppose the rate of return of the market has an expected value of rM = 0.12 and a standard deviation of M-0.15 Assume the risk free rate is rf Now consider an asset with covariance of 0.045 with the market. Then for this asset, 0.04 According to CAPM, he expected return rate of the asset is

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