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Suppose that the relevant equilibrium model is the CAPM with unlimited borrowing and lending at the riskless rate of interest. Asset Standard Deviation Beta Expected

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Suppose that the relevant equilibrium model is the CAPM with unlimited borrowing and lending at the riskless rate of interest. Asset Standard Deviation Beta Expected Return 16% Residual Variance 0.0100 1.00 B 20% 1.50 0.0144 OB 10% 0.75 0.0064 Mc Riskfreert Market MM 0% 0.00 0.0000 0.0000 OM 1.00 Find the unknowns in the above table

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