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5. (20 points) The following information is available regarding the portfolio performance of three investment managers: Manager A B Market (M) Risk-free rate Return 19%
5. (20 points) The following information is available regarding the portfolio performance of three investment managers: Manager A B Market (M) Risk-free rate Return 19% 14% 16% 11% 5% Standard Deviation 27% 22% 19% 24% Beta 0.7 1.2 0.9 Manager B's expected return is closest to: a) 9.20% b) 8.34% c) 12.20% d) 10.40%
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