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What must be the beta of a portfolio withE(r P )= 27.80%, ifr f = 4% andE(r M )= 18%?(Round your answer to 2 decimal
What must be the beta of a portfolio withE(rP)= 27.80%, ifrf= 4% andE(rM)= 18%?(Round your answer to 2 decimal places.)
Beta of portfolio
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Options Futures and Other Derivatives
Authors: John C. Hull
10th edition
013447208X, 978-0134472089
