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Given the returns, risk, and correlation: Portfolio S Portfolio B Risk-free E (r) O 0.16 0.24 0.095 0.12 0.07 pSB -0.14 What is the
Given the returns, risk, and correlation: Portfolio S Portfolio B Risk-free E (r) O 0.16 0.24 0.095 0.12 0.07 pSB -0.14 What is the expected return for the optimal portfolio?
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The capital asset pricing model must be used to calculate the anticipated return for the optimal portfolio CAPM The CAPM formula is as follows Er rf b...
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Understanding Basic Statistics
Authors: Charles Henry Brase, Corrinne Pellillo Brase
6th Edition
978-1133525097, 1133525091, 1111827028, 978-1133110316, 1133110312, 978-1111827021
