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5 Suppose that the CAPM holds. What is the standard deviation of the efficient portfolio that pays 30% expected return if the expected return on
5 Suppose that the CAPM holds. What is the standard deviation of the efficient portfolio that pays 30% expected return if the expected return on the market portfolio is 15%, the risk-free rate is 5% and the standard deviation of returns on the market portfolio is 20%. 20% 30% 50% 15% 45% 3
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