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Assume the CAPM holds in its purest form . Expected returns and standard deviations of returns of three portfolios (A, B, and C) are displayed

Assume the CAPM holds in its purest form. Expected returns and standard deviations of returns of three portfolios (A, B, and C) are displayed in the table below. The Market Risk Premium is 8%, the risk-free rate is 2%, and the standard deviation of the market is 20%.

Portfolio C has a E(r) of 10% and a Stdev(rate) of 20%

What is the beta of portfolio c?

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