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beta p1 is no either 4.44 or 4.43. can i get the right answer pls Suppose there are two independent economic factors, M, and My.

beta p1 is no either 4.44 or 4.43. can i get the right answer pls image text in transcribed
Suppose there are two independent economic factors, M, and My. The risk-free rate is 5%, and all stocks have independent firm- specific components with a standard deviation of 48%. Portfolios A and B are both well diversified. Portfolio Beta on M Beta on N2 Expected Return (8) 1.6 2.2 -0.6 What is the expected return-beta relationship in this economy? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected retum beta relationship (P) - 5.00% 4.44 DPI 1 1.2002

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