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Given the information in the following table, calculate the risk premium to be earned of optimal portolio using the index modelThis is the expected return
Given the information in the following table, calculate the risk premium to be earned of optimal portolio using the index modelThis is the expected return from the portfolio minus the risk-free rate. 0. [Asset Expected return (9%) _ Beta | Residual std dev Stock A 0.18 T19 0.22 Stock B 0.111 0 14 Stock C 0..7 09T0 00.115 T-bills 0.03 0 0 Index (market) 1 0. 0 Market std deviation 0.2
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