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There are 3 risky assets, and one risk-free. A regression ofasset returns on the market portfolio has yielded the followingresults:Asset 1: r1,t ? rF =

There are 3 risky assets, and one risk-free. A regression ofasset returns on the market portfolio has yielded the followingresults:Asset 1: r1,t ? rF = 0.09 + 1.5 ? (rm,t ? RF ) + ?1,tAsset 2 answers

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