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Question 5 Portfolio Weights Volatility Comelation with the Market porfolio 025 Tube Inc 0:30 15% Matropic 0.23 30% 051 Subway ple 0.39 The volatility of

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Question 5 Portfolio Weights Volatility Comelation with the Market porfolio 025 Tube Inc 0:30 15% Matropic 0.23 30% 051 Subway ple 0.39 The volatility of the market portfolio is 10% and it has an expected of 8% The risk-free rate is 3% Please round your answers to two decimals a) Compute the bets and expected retum of each stock (5 marks) b) Using your answer from part (a), calculate the expected retum and beta of the portfolio. (marks) c) What are the only conditions under which the market portfolio might not be an efficient portfolio

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