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What is the beta of portfolio

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The risk-free rate is 6%, the expected return on the risk market portfolio is 14%, and the standard deviation of the return on the market portfolio is 25%. Consider a portfolio with expected return of 16% and assume that it is on the efficient frontier.

a). What is the beta of this portfolio?

b). What is the standard deviation of its return?

c). What is its correlation with the market return?

Reference no: EM133067981

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