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12 1. You have been provided the following data on the securities of the 3 Groups Inc., the market portfolio, and the rf asset. Security
12 1. You have been provided the following data on the securities of the 3 Groups Inc., the market portfolio, and the rf asset. Security * Group China 0.13 0.12 ? 0.9 Group Egypt 0.16 ? 0.4 1.1 Group India 0.25 0.24 0.75 ? The market portfolio 0.15 0.1 ? ? rf asset 0.05 ? ? ? *With the market portfolio 1. Fill in the missing value in the table. 2. Is the stock of Group China correctly priced according to the CAPM? What about the stock of Group Egypt and India? If these securities are not correctly priced, what is your investment recommendation for someone with a well- diversified portfolio? solve in excel
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