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Assume om is the variance of the returns of the total stock market and o Mi is the covariance between the returns of risky asset

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Assume om is the variance of the returns of the total stock market and o Mi is the covariance between the returns of risky asset i and the returns of the total stock market. If the total market includes n risky assets and the weight Wi is the weight of the risky asset i corresponding to the market portfolio, then 21-1 Wi0 Mi ou = i= True False

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