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Note that the return in the above table is the average realized return on security j. Assume the CAPM is correct and that the market

Note that the return in the above table is the average realized return on security j. Assume the CAPM is correct and that the market portfolio and the riskfree security are correctly priced. a) Fill the missing values of the table. Show your calculations where appropriate. b) Provide an evaluation of the investment performance of the three securities. What investment recommendations would you make? Explain.

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