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10. Calculate the expected return and variance of portfolios invested in T-bills and the S&P 500 index with properties rb=5% ri=13% sd(i)=20% and weights as

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10. Calculate the expected return and variance of portfolios invested in T-bills and the S&P 500 index with properties rb=5% ri=13% sd(i)=20% and weights as follows: Wbills Windex 0 1.0 0.2 0.8 0.4 0.6 0.6 0.4 0.8 0.2 1.0 0

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