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Question 13 2.5 pts Suppose you are given the following data. Standard Asset Expected Return Beta Deviation Market 5.8% A 7% 30% 1.25 B 5%
Question 13 2.5 pts Suppose you are given the following data. Standard Asset Expected Return Beta Deviation Market 5.8% A 7% 30% 1.25 B 5% 20% Risk-free 1% Assets A and B are the only risky assets in the economy, i.e., market portfolio consists of Assets A and B. The correlation between assets A and B is 0.25. Based on this information, what is the beta of Asset B? 0.950 1.5 0.833 0.754
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