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THE CAPITAL ASSET PRICING MODEL (CAPM) - Exercise 7.3 P199-232 Suppose the risk premium on the market portfolio is estimated at 8% with a standard

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THE CAPITAL ASSET PRICING MODEL (CAPM) - Exercise 7.3 P199-232 Suppose the risk premium on the market portfolio is estimated at 8% with a standard deviation of 22%. What is the risk premium on a portfolio invested 25% in GE with a beta of 1.15 and 75% in Dell with a beta of 1.25

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