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Suppose the market consists of three uncorrelated assets with weights w1 = and variances If the expected rate of return of the market is 0.12

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Suppose the market consists of three uncorrelated assets with weights w1 = and variances If the expected rate of return of the market is 0.12 and the risk-free rate is Tg = 0.04. use CAPM to find the expected rates of return of the three assets. fl =

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