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You graduated from UTEP and you were immediately hired at the Wealth Management division of J . P . Morgan. Your first assignment is allocate
You graduated from UTEP and you were immediately hired at the Wealth Management division of JP Morgan. Your first assignment is allocate your client's wealth in a mix of JP Morgan's predetermined equity and bond portfolios. You want to do this by using the single index model. The riskfree rate is You obtained the following summary statistics from for the expected excess return of both assets and the market:
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