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Anefficient portfolio has an expected return of 20%. The riskless rate is 5%, the return on the market portfolio is 15%, and the standard deviation

Anefficient portfolio has an expected return of 20%. The riskless rate is 5%, the return on the market portfolio is 15%, and the standard deviation of the market portfolio is 20%. What is the efficient portfolio's beta, standard deviation, and correlation coefficient with the market portfolio?

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