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The market portfolio has expected return and volatility of 0.09 and 0.06 , respectively. The current T -Bill rate is 0.01 . What is the
The market portfolio has expected return and volatility of 0.09 and 0.06 , respectively. The current
T
-Bill rate is 0.01 . What is the beta of a portfolio consisting of
$16,000
in the market portfolio and
$18,000
in T-Bills? Keep 4 decimal places in intermediate steps and show 2 decimal places in your final answer.\ Type your answer...
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