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Your investment portfolio consists entirely Google stock. Suppose that the risk - free rate is 4 % , Google stock has an expected return of
Your investment portfolio consists entirely Google stock. Suppose that the riskfree rate is Google stock has an expected return of and a volatility of and the market portfolio has an expected return of and a volatility of Assume that the CAPM assumptions hold.
What alternative investment has the lowest possible volatility while having the same expected return as Google?
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