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Risk and Return

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On the basis of the risk and return relationships of the CAPM, supply values of the seven missing numbers in the following table:

Security Expected return Beta Standard Deviation Non-market Risk

A ____% 0.8 ____% 81
B 19.0 1.5 ____ 36
C 15.0 ___ 12 0
D 7.0 0 8 ____
E 16.6 ___ 15 ____

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This solution calculates expected return, beta, standard deviation and non market risk.

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