Question: Please help with this practice problem I am having difficulty with. I will leave a review and thumbs up, thank you in advance! Capital Asset

Please help with this practice problem I am having difficulty with. I will leave a review and thumbs up, thank you in advance!

Please help with this practice problem I am having difficulty with. I

will leave a review and thumbs up, thank you in advance! Capital

Capital Asset Pricing Model Assume the CAPM holds. The expected return of the market portfolio is 15% and its standard deviation is 20%. The T-bill rate is 5%. What is the correlation between the return of a security and the return of the market if the standard deviation of the security is 0.4 and its expected return is 0.25

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