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12. Suppoee the tangent portfolio is an (mullweighted portfolio 01' :4th A and B. The expected return of the tangent portfolio is 111% and the

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12. Suppoee the tangent portfolio is an (mullweighted portfolio 01' :4th A and B. The expected return of the tangent portfolio is 111% and the riskfree rate is 2%. Which of tho following is possible? E. None of the above

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