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Example: SML vs . CML a . What is the correlation of portfolio A with the market portfolio? b . What is the correlation of

Example: SML vs. CML
a. What is the correlation of portfolio A with the market portfolio?
b. What is the correlation of portfolio B with the market portfolio?
c. Can anything be said about the composition of portfolio A?
d. Can any thing be said about the composition of portfolio B?
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