What is the expected return of the minimum-variance
Question - Suppose that µ = 0.04 + 0.10β. is the SML for the CAPM with no risk-free security.
(a) What is the expected return of the minimum-variance zero-beta portfolio?
(b) What is the expected return of the market portfolio?
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question - suppose that micro 004 010beta is the sml for the capm with no risk-free securitya what is the expected
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