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The following assets are available, Asset Expected Return Standard Deviation Beta Stock A 12% 16% 1.5 Portfolio XYZ 15% 30% 3 Market Portfolio 9% 14%

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The following assets are available, Asset Expected Return Standard Deviation Beta Stock A 12% 16% 1.5 Portfolio XYZ 15% 30% 3 Market Portfolio 9% 14% 1 T-bills 2% 096 0 Is this consistent with the CAPM? Explain

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