Return to Problem 1. If (R-bar)m - RF) = 4, find the values for the following variables

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Return to Problem 1. If (R-bar)m - RF) = 4, find the values for the following variables that would make the expected returns from Problem 1 consistent with equilibrium determined by the simple (Sharpe–Lintner–Mossin) CAPM:
A. βλ1 and βλ2
B. βp for each of the three portfolios
C. RF
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Modern Portfolio Theory and Investment Analysis

ISBN: 978-1118469941

9th edition

Authors: Edwin Elton, Martin Gruber, Stephen Brown, William Goetzmann

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