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Assume the CAPM holds. R f = 4 % . The market portfolio has an expected return of 2 0 % and standard deviation 2
Assume the CAPM holds. The market portfolio has an expected return of and standard deviation
Portfolios A and B have the same expected return of and same standard deviation of
Based on the above information, the correlation coefficient between A and has to be higher than or equal to
tightest lower bound. Enter a decimal number, not a percentage. Round your answer to decimal places.
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