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Assume the CAPM is true. Suppose the standard deviation of Amazon stock (AMZN) is 10% and that the expected return is 9%. AMZN has a

Assume the CAPM is true. Suppose the standard deviation of Amazon stock (AMZN) is 10% and that the expected return is 9%. AMZN has a CAPM beta of 1.5. The risk-free rate is 0%. If the correlation between AMZN and the market portfolio is 0.75, what is the Sharpe Ratio of the market portfolio?

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