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The risk-free rate is 3.90%, the market is in equilibrium, and the returns on stocks X, Y and Z are positively, but not perfectly, correlated.

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The risk-free rate is 3.90%, the market is in equilibrium, and the returns on stocks X, Y and Z are positively, but not perfectly, correlated. 1) What is the beta of und Q ? 1) What is the Fund Q? required return of c) What would you expect the standard deviation of Fund Q to be? a) 1.160 b) 10.86%; c) 10% a) 1.100 ; b) 10.50%; c) 10% a) 1.160 ; b) 10.86%; c)

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