The expected return of the market portfolio is 10% and its standard deviation is 20%. The risk-free

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The expected return of the market portfolio is 10% and its standard deviation is 20%. The risk-free interest rate is 1%. A stock has an expected return of 8% and volatility of 30%. The CAPM model holds. What is the stock's correlation with the market?

Posted Date: May 18, 2024 07:00 AM

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The expected return of the market portfolio is 10% and its standard deviation is 20%. The risk-free

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