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Question 4 1 p Two stocks have the following characteristics: Stock B T-bill Stock A 9% E() 18% 1% o 33% 33% 0% What is

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Question 4 1 p Two stocks have the following characteristics: Stock B T-bill Stock A 9% E() 18% 1% o 33% 33% 0% What is the Sharpe ratio of a portfolio that invests 58% in stock A and the remaining in stock B if the correlation between the two stocks is -0.6? Question 5 1 pts Assume the CAPM holds, the beta of the market portfolio is the beta of an risk free asset is The covariance between the market portfolio and the risk-free asset is

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