5). Suppose that the relevant equilibrium model is the CAPM with unlimited borrowing and lending...

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5). Suppose that the relevant equilibrium model is the CAPM with unlimited borrowing and lending at the risk-free rate. Fill in the five blanks in the following table: Annual Annual Asset Expected Return Std. Dev. Correlation coefficient with the market portfolio Beta 10.5% 0.6 30% B 42% 35% 12.65% 50% 1.25 D 56.5% 1.50 55%

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