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Please answer this question. Thanks! The market portfolio consists of three stocks with the following parameters: Stock Price Num. shares Covar (Ri, RM) A 15

Please answer this question. Thanks!

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The market portfolio consists of three stocks with the following parameters: Stock Price Num. shares Covar (Ri, RM) A 15 100 0.24 B 20 100 0.08 C 300 -0.04 If CAPM holds, what is the variance of the market portfolio (of)

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