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Consider the Capital Market Line. Given that the expected return on the market portfolio is 15%, the risk-free rate is 9.5%, and the standard deviation

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Consider the Capital Market Line. Given that the expected return on the market portfolio is 15%, the risk-free rate is 9.5%, and the standard deviation of the market portfolio is 32%. Required: a. Calculate the market price of risk for this portfolio? (3 marks) b. Define risk, and differentiate between systematic and unsystematic risk. (2 marks)

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