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What is the expected rate of return on R. Halsey In stock if it has a correlation coefficient equal to 0.48 with the market portfolio
What is the expected rate of return on R. Halsey In stock if it has a correlation coefficient equal to 0.48 with the market portfolio and a standard deviation of 0.25? The risk free rate is 3% and the return on the market is 12%. Assume CAPM holds and the risk free and market combined portfolio has a standard deviation of 14% and an expected retum of 8 %
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