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1.Suppose the risk-free return is 3%. The beta of a managed portfolio is 1.75, and the fund return is 16%. If the CAPM holds, you

1.Suppose the risk-free return is 3%. The beta of a managed portfolio is 1.75, and the fund return is 16%. If the CAPM holds, you would calculate the return on the market portfolio as:

2. Suppose two portfolios have the same average return and the same beta. According to the Sharpe measure, the performance of portfolio A

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