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The total risk of Portfolios A, B and Care 49%2, 64% and 100% respectively. The market price of risk is 8%. The Market Portfolio has
The total risk of Portfolios A, B and Care 49%2, 64% and 100% respectively. The market price of risk is 8%. The Market Portfolio has an expected return and a total risk of 11% and 100%2 respectively. If the expected return of Portfolio C is 9.4% and it is lying on the Securities Market Line, compute the beta of Portfolio C. Is Portfolio C a Market Portfolio as it has same level of total risk (fi.e., 100%?) as the Market Portfolio? Explain
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