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Jamie has wealth of $ 1 0 , 0 0 0 to invest. The market portfolio consists of three stocks with 2 0 % being

Jamie has wealth of $10,000 to invest. The market portfolio consists of three stocks with 20% being Stock A,40% being Stock B and the remainder Stock C. The expected return on this market portfolio is 14%. The risk free rate is 5%. The CAPM holds. Suppose Jamies optimal portfolio has an expected return of 23%, what are the dollar values of her investments in A, B, C and the risk free asset?

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