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13. Refer to Table 1 in the text. a. Perform the calculations to verify that the expected returns of each of the portfolios (F, G,

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13. Refer to Table 1 in the text. a. Perform the calculations to verify that the expected returns of each of the portfolios (F, G, H, J, S) in the table (column 4) are correct. b. Do the same for the standard deviations in column 5 of the table. Portfolio Expected Rate of Return and Standard Deviation as a Function of the Proportion Invested in the Risky Asset TA BLE 1 Proportion Invested in Proportion Invested in Expected Rate of Standard Deviation Portfolio the Risky Asset Riskless Asset Return E(r) 0.00 100% 75% 50% 25% 0.08 0.10 0.12 0.14 0.10 0.15 50% 75% 100%

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