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Consider a portfolio constructed with risky asset A and risk-free asset. The portfolio has weight w in asset A. Asset A has expected return of

Consider a portfolio constructed with risky asset A and risk-free asset. The portfolio has weight w in asset A. Asset A has expected return of 8% and beta of 1.25. Risk-free rate is 4%. What is the value of market risk for the portfolio if w is 150%?

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