A careful analysis by the portfolio analysts of the College Retirement Equities Fund (CREF) Ins resulted...
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A careful analysis by the portfolio analysts of the College Retirement Equities Fund (CREF) Ins resulted in an estimate of the efficient frontier, the tradesoff between mean return and variance of return on optimal RISKY portfolios, as follows -255-30R+R with measured in percent per ammmm If there is a risk-free rate of interest of 12 percent per annum. what is the expected return on the market portfolio, assuming the capital asset pricing model is true? A careful analysis by the portfolio analysts of the College Retirement Equities Fund (CREF) Ins resulted in an estimate of the efficient frontier, the tradesoff between mean return and variance of return on optimal RISKY portfolios, as follows -255-30R+R with measured in percent per ammmm If there is a risk-free rate of interest of 12 percent per annum. what is the expected return on the market portfolio, assuming the capital asset pricing model is true?
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