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Asset expected return standard deviation beta residual variance 1 0.13 A 2 0.49 2 0.05 B 0 0.36 3 C 0.15 1 0 4 0.08

Asset expected return standard deviation beta residual variance
1 0.13 A 2 0.49
2 0.05 B 0 0.36
3 C 0.15 1 0
4 0.08 0.113 D 0

suppose that the relevant equilibrium model is the CAPM with unlimited borrowing and lending at a riskless rate of interest, find A B C D in the table.

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