Question: 10. Problem 8.13 (CAPM, Portfolio Risk, and Return) Consider the following information for stocks A,B, and C. The returns co the three stocks are positively

10. Problem 8.13 (CAPM, Portfolio Risk, and Return) Consider the following information for stocks A,B, and C. The returns co the three stocks are positively correlated, bot they are not perfectiv correlated. (That is. each of the correlation coefficients is between 0 and 1. ) expected returns:) 4 d) What readd rout wert the utandard dewation at fund p to be? if. Greater than 14 h. 1is. foual tai 14%

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