Irishstoner2104 Irishstoner2104
  • 06-03-2024
  • Business
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A portfolio invests in a risk-free asset and the market portfolio has an expected return of 7% and a standard deviation of 10%. According to the CAPM, which of the following statements is/are correct?

a) Statement A
b) Statement B
c) Both statements
d) Neither statement

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