Question: CAPM predicts that i = 0. We also know that the risk-free rate is 1%, the volatility of rit is 50%, the volatility of it

CAPM predicts that i = 0. We also know that the risk-free rate is 1%, the volatility of rit is 50%, the volatility of it is 30%, and the beta of stock i is 0.8? What is the volatility of rmt

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