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Suppose you are considering pricing two assets, A and B. The table below summarizes the expected return of the market an

Posted: Fri Dec 24, 2021 10:13 am
by answerhappygod
Suppose you are considering pricing two assets, A and B. The
table below summarizes the expected return of the market and the
covariance of future returns of A, B and the market M. The
risk-free rate is rf = 2%