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Consider the following variance-covariance matrix for Security A Security B, and the Market For the coming year, the Market Risk Premlum is 4.5 percent and

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Consider the following variance-covariance matrix for Security A Security B, and the Market For the coming year, the Market Risk Premlum is 4.5 percent and the risk-free roteis 20 perceet. Determine the required return for Security B using both the Copital Market line and the Security Market Line (CAPM). What is the (absolute) difference between these two required retums

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