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Problem 2.3 (10 pts) You are given the following information for investment A: 1. The correlation of investment A with the market portfolio is 0.5;

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Problem 2.3 (10 pts) You are given the following information for investment A: 1. The correlation of investment A with the market portfolio is 0.5; 2. The Sharpe ratio is is 0.3; The required rate of return is 0.15; 3. Beta is 1.6 The annual effective risk-free rate is 0.03. Find the volatility of the market portfolio

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