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please help show me how to get this answer 3. Suppose the CAPM holds and you have the following information on different assets: Asset Expected

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please help show me how to get this answer

3. Suppose the CAPM holds and you have the following information on different assets: Asset Expected return (E(r)) STD A 10% 16% B 12% 20% C 8% 22% Which asset has the highest level of systematic risk? a. A b B c. C d. They all have the same systematic risk

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