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Market portfolio and portfolio with three risky assets

$\beta_{portfolio} = 0.6 \times 0.3 + 1.5 \times 0.5 + 1.1 \times 0.2 = 1.15$ $\rho_{portfolio,market} = 1.15 \times \frac{0.13}{0.16} = 0.93$ Edit: To reply to the comment: $\sigma^2_{port} = \beta_{...
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