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You have been given the following return information for a mutual fund, the market index, and the risk - free rate. You also know that

You have been given the following return information for a mutual fund, the market index, and the risk-free rate. You also know that the return correlation between the fund and the market is 0.97.
\table[[Year,Fund,Market,Risk-Free],[2018,-15.2%,-24.5%,1%
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