Finance class Risk Management and Portfolio Analysis Could you help me to solve the problem step by step and use can you the formula sheet (Given) Formula sheet U E(r) Ao rcyrp (1 y) rf E(rc) yE (rp) (1 y) rf E(rp) rf S E(rc) rf y E (rp) rf y 0 E(rp) rf y E (rc) r E (rp) r rp WDD WERE

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Question: Finance class: Risk Management and Portfolio Analysis Could you help me to solve the problem step by step and use can you the formula sheet

U = E(r) - Ao rcyrp (1-y) rf E(rc) = yE (rp) + (1 y) rf == = E(rp) -rf S = E(rc) = rf + y [E (rp) - rf] = y 0/ E(rp) -rf y* E (rc) = r + [E (rp) r]; = rp WDD + WERE

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