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If the correlation coefficient between assets of a portfolio is .9, what is the systematic risk? Factor Factor Beta Factor risk premium Inflation 1.2 3%

If the correlation coefficient between assets of a portfolio is .9, what is the systematic risk?

Factor Factor Beta Factor risk premium Inflation 1.2 3% unemployment 0.8 5% 0.7 6% Industrial production Factor Factor Beta Factor risk premium Inflation 1.2 3% unemployment 0.8 5% 0.7 6% Industrial production

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