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  3. ra = 0.08 + 2.5 rm + ea. the variance of market p

RA = 0.08 + 2.5 RM + eA. The variance of market portfolio is...

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Finance

RA = 0.08 + 2.5 RM + eA.

The variance of market portfolio is 20%, The variance of portfolio A is _______________ %

A.

0.75

B.

0.80

C.

1.25

D.

0.64

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