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6. The market portfolio has an expected rate of return of 0.12. Its volatility is 0.25. For stock DMY, the equity cost of capital is

6. The market portfolio has an expected rate of return of 0.12. Its volatility is 0.25. For stock DMY, the equity cost of capital is 0.14. Its volatility is 0.40. The risk-free interest rate is 0.04. Determine the correlation of DMY with the market portfolio

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