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3. MCQ - Assume that the risk-free rate is 9% and that the market portfolio has an expected return of 17% and a standard deviation
3. MCQ - Assume that the risk-free rate is 9% and that the market portfolio has an expected return of 17% and a standard deviation of 20%. Under equilibrium conditions as described by the CAPM, what would be the expected return for a portfolio having no diversifiable risk and a standard deviation of 15%? 17% 9% 20% 15%
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