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Draw a chart of the Securities Market Line which includes the following investments: Investment Beta Expected return Risk premium Alpha Market 10% 0% Risk-free asset
Draw a chart of the Securities Market Line which includes the following investments:
| Investment | Beta | Expected return | Risk premium | Alpha |
| Market |
|
| 10% | 0% |
| Risk-free asset |
| 2% |
| 0% |
| Fund A | 0 |
|
| 4% |
| Fund B | 1 |
|
| -2% |
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Single Stock Futures
Authors: Patrick Lafferty
1st Edition
007159003X, 978-0071590037
