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5 pts (5 points) Consider the following information about several financial assets. Assume the CAPM correctly prices all securities Compute the Beta of Portfolio A,

5 pts (5 points) Consider the following information about several financial assets. Assume the CAPM correctly prices all securities Compute the Beta of Portfolio A, B, C? Asset Market Portfolio Riskfree Asset Portfolio A Portfolio B Portfolio C Expected Return 15% 5% 10% 10% 5% Standard Deviation 20% 0 15% 20% 20% Edit Format Table 12pt Paragraph BIVALT

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