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(A small world) Consider a world in which there are only two risky assets, A and B, and a risk-free asset F. The two risky

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(A small world) Consider a world in which there are only two risky assets, A and B, and a risk-free asset F. The two risky assets respectively consist of 25% and 75% supply in the market; that is M=0.25A+0.75B. The following information is known: rF=0.02,A2=0.06,AB=0.02,B2=0.05, and rM=0.05. Thus according to the CAPM, what are the numerical values of the expected return rA and rB

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