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Stock Price Issued Stocks E Cov (i, A) Cov (i, B) Cov (i, C) A 72 900 35.0 % 0.1225 0.0980 0.0420 B 81 1200

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Stock Price Issued Stocks E Cov (i, A) Cov (i, B) Cov (i, C) A 72 900 35.0 % 0.1225 0.0980 0.0420 B 81 1200 40.0 % 0.0980 0.1600 0.0400 C 140 600 20.0 % 0.0420 0.0400 0.0400 a. Create a portfolio with a CAPM Booand a positive weight in the risk-free asset b. Create a portfolio with a CAPM Blofind zero weight in the risk-free asset . c. The required return of stockE(B) =11.24 % and the required return of stock C, E(RC) = 6.43 %. What are the required returns of shock), And of the marked(r,M)

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