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Assume that Brazil has a BB rating, and that the default spread is 2%. In addition, assume that the annualized standard deviation in the Brazilian

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Assume that Brazil has a BB rating, and that the default spread is 2%. In addition, assume that the annualized standard deviation in the Brazilian stock market is 34.3%, while the standard deviation in Brazilian government bond prices is 10.9%. What is the CRP for Brazil

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