Answered You can hire a professional tutor to get the answer.
QUESTION
Suppose that = 0.04 + 0.10. is the SML for the CAPM with no risk-free security. (a) What is the expected return of the minimum-variance zero-beta
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?
