What is the beta of an efficient portfolio with erd 20 if


Given risk-free borrowing and lending, efficient portfolios have no unsystematic risk. True or false? Explain?

What is the beta of an efficient portfolio with E(Rd= 20% if Rf = 5%, E(Rm) = 15%, and o- „, = 20%? What is its rr? What is its correlation with the market?

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Financial Management: What is the beta of an efficient portfolio with erd 20 if
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