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2. Suppose the risk-free return is 4% and the market portfolio has an expected return of 10% and a volatility of 16%. Stock X has

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2. Suppose the risk-free return is 4% and the market portfolio has an expected return of 10% and a volatility of 16%. Stock X has a 26% volatility and a correlation with the market of 0.33. What is Stock X's beta with the market? What capital market line portfolio has equivalent market risk, and what is its expected return

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