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Refer to the following data Asset i i 0.6 0.20 0.8 0.25 of which PM denotes the correlation coefficient of asset i with the market

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Refer to the following data Asset i i 0.6 0.20 0.8 0.25 of which PM denotes the correlation coefficient of asset i with the market portfolio M. In addition, E(rM) 0.12, 2-0.01, and the risk-free rate rf 0.06

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