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Computational Assume CAPM is correct (the market is the tangency portfolio), and all securities are priced correctly. Fill in the blanks. Security Expected Variance Standard

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Computational Assume CAPM is correct (the market is the tangency portfolio), and all securities are priced correctly. Fill in the blanks. Security Expected Variance Standard Correlation BETA Returns Deviation (wrt Market) Market 0.10 0.30 Risk-free 0.05 0.0 Stock D 0.40 1.0 Stock E 1.20 0.40 Stock F 0.50 0.80

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