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Let Rmv denote the return on the minimum-variance portfolio and let Rm denote the return on the market portfolio. Suppose that the correlation of Rmv

Let Rmv denote the return on the minimum-variance portfolio and let Rm denote the return on the market portfolio. Suppose that the correlation of Rmv and Rm is 0.4. Find the value of beta in the SML for the minimum-variance portfolio.

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