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1a. If the correlation coefficient between assets if a portfolio is .9, what is the systematic risk? 1b. The return of an asset has a

1a. If the correlation coefficient between assets if a portfolio is .9, what is the systematic risk?

1b. The return of an asset has a 0.60 chance of being 4% and 0.1 of being 9%. What is the expected return of the asset?

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