Question: Problem #17 (15 points) Suppose that the CAPM holds, and you have the following information on different assets: Asset E(r) B Stock A 16% Stock

Problem #17 (15 points) Suppose that the CAPM holds, and you

Problem #17 (15 points) Suppose that the CAPM holds, and you have the following information on different assets: Asset E(r) B Stock A 16% Stock B 13% 1.5 A) Find the expected return of asset C. (7 Stock C 0.5 pts) Market Portfolio 10% 1 B) Find of asset A. (4 pts) T-Bills 0 C) Suppose my investment portfolio includes $40,000 in stock A, $30,000 in stock B, $20,000 in stock C, and $10,000 in T-bills. What is the on my portfolio? (4 pts)

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