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QUESTION

Consider the CAPM. Write the of asset in terms of variances and covariances. Write the of a portfolio in terms of the 's of the individual assets and...

Consider the CAPM. Write the β of asset in terms of variances and covariances. Write the β of a portfolio in terms of the β's of the individual assets and their weights. Show that the β of the market portfolio is equal to 1.

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