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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%
).
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% )
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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