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suppose that the CAPM holds. Considerarisky asset that has a.A standard deviation i=35%.b.Acorrelationwith the market i,market=0.51 . The market has an expected return of 9%

suppose that the CAPM holds. Considerarisky asset that has a.A standard deviation i=35%.b.Acorrelationwith the market i,market=0.51 . The market has an expected return of 9% and a standard deviation market= 20%. The risk-free rate is 3%. What is the expected return of asset i?

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