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Suppose there are 100 risky securities, each with an identical total market value of $10 million. If the CAPM is valid, what would be the

Suppose there are 100 risky securities, each with an identical total market value of

$10

million. If the CAPM is valid, what would be the portfolio weight allocated to each security in the optimal risky portfolio? Note: Your final answer should be expressed in a decimal format (e.g.,

0.12=12%

).

image text in transcribed
Suppose there are 100 risky securities, each with an identical total market value of $10 million. If the CAPM is valid, what would be the portfolio weight allocated to each security in the optimal risky portfolio? Note: Your final answer should be expressed in a decimal format (e.g., 0.12=12% )

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