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Solve for the beta of portfolio Z using Sharpe's CMT . Use the proper identifier for beta in your 4 decimal solution. ( 1.5pt )

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Solve for the beta of portfolio Z using Sharpe's CMT. Use the proper identifier for beta in your 4 decimal solution. (1.5pt)

Assume throughout that portfolio M is an efficient portfolio that lies on the CML while portfolio Z is not an efficient portfolio. Use the following information to answer the questions below: Value CoVz.x=1-00104 2.25% Value Variable Variable E(RM) - Solve 1.12 18% 22% Solve E(Rz) 0.0563 Og -| 25% Assume throughout that portfolio M is an efficient portfolio that lies on the CML while portfolio Z is not an efficient portfolio. Use the following information to answer the questions below: Value CoVz.x=1-00104 2.25% Value Variable Variable E(RM) - Solve 1.12 18% 22% Solve E(Rz) 0.0563 Og -| 25%

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