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Same background as question 1, if you want to have the same systematic risk as a gasoline investment but invest in the fully diversified portfolio

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Same background as question 1, if you want to have the same systematic risk as a gasoline investment but invest in the fully diversified portfolio (te, using the CML), how do you do it Short the market portfolio, invest in tills Put 50% of your money into the market portfolio and the rest in this Put 100% of your money into the market Borrow and invest in the market at the same time. None of the above, You receive a flier from an unleaded gasoline commodity broker. It shows that historical retums on unleaded gasoline have been 20% per year on average for the last 20 years. The covariance of gasoline with the market is .08, the standard deviation of the market is 20, and the standard deviation of gasoline is 35%. The risk-free rate is 1.0%, the expected return of the market isWhat are your expected returns from investing in gasoline (enter as a decimal, not in percentage terms!) Same background as question 1, if you want to have the same systematic risk as a gasoline investment but invest in the fully diversified portfolio (te, using the CML), how do you do it Short the market portfolio, invest in tills Put 50% of your money into the market portfolio and the rest in this Put 100% of your money into the market Borrow and invest in the market at the same time. None of the above, You receive a flier from an unleaded gasoline commodity broker. It shows that historical retums on unleaded gasoline have been 20% per year on average for the last 20 years. The covariance of gasoline with the market is .08, the standard deviation of the market is 20, and the standard deviation of gasoline is 35%. The risk-free rate is 1.0%, the expected return of the market isWhat are your expected returns from investing in gasoline (enter as a decimal, not in percentage terms!)

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