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Suppose there are only three assets (A, B, and C) in a market. Given the following information: Asset Market Expected Standard Beta Correlation with market
Suppose there are only three assets (A, B, and C) in a market. Given the following information: Asset Market Expected Standard Beta Correlation with market portfolio Value Return Deviation A $1,000,000 (1) 50% 0.3 2.9 B $2,000,000 8% 15% (iv) 1.05 $2,000,000 3% 0% 0 (v) Market $5,000,000 15% (11) 1 (111) Fill in the missing values in the table
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