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Throughout this problem assume that the expected market risk premium is 4% with a standard deviation of 20% and that the risk-free interest rate is

Throughout this problem assume that the expected market risk premium is 4% with a standard deviation of 20% and that the risk-free interest rate is 0%.

Stock Z has an expected risk premium of 5% and a standard deviation of 30%.

i) What is Zs beta? ii) What is the correlation between Z and the market?

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