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Calculate the betas of Lyzor ChinaH Luxor MSIndia and Lyxor USDJIA . To calculate the covariance with the market proxy use the Lyzor World return

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Calculate the betas of Lyzor ChinaH Luxor MSIndia and Lyxor USDJIA . To calculate the covariance with the market proxy use the Lyzor World return data shown in Exhibit 1 I the case . Assuming a risk- free rate of 25 percent and a market risk premium of 5.5 percent what are the required returns for each of the three ETFS 7

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