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4. We are given the following information: rved return Beta Residual Variance 0.15 Obser 1.3 0.00 0.04 Portfolio 1 Portfolio

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Portfelio Retuun [R) Beta (R) .3 Rask-treelR) 0.05 Ro Std dastatien Jensens Indas -0-15-0-115 0.035 1(o.ro-oT- o.15-o.05 1.3 ニヲチ,1. 丁 Sape Inday 5) OY o.oS Naket portfolio = tooO.3 O.333 s33.3 0, 09-0.05 O.3 O.3 -o.1333 S 13.3( Jensens Ondes 3.5 SharpesOndlex . 33,3% toorf. 13-31. Mauket According to

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4. We are given the following information: rved return Beta Residual Variance 0.15 Obser 1.3 0.00 0.04 Portfolio 1 Port...
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