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Suppose that = 0.04 + 0.10. is the SML for the CAPM with no risk-free security. (a) What is the expected return of the minimum-variance

Suppose that

= 0.04 + 0.10. is the SML for the CAPM with no risk-free security.

(a) What is the expected return of the minimum-variance zero-beta portfolio? (b) What is the expected return of the market portfolio?

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