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Answer the following questions on the Capital Asset Pricing Model (CAPM): (a) Show that the of any portfolio is a linear combination of the B's

Answer the following questions on the Capital Asset Pricing Model (CAPM): (a) Show that the of any portfolio is a linear combination of the B's of the assets composing it. (b) Show that the of the market portfolio and of the risk-free asset are 1 and 0, respectively

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