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2. Assume that two securities constitute the market portfolio. Those se- curities have the following expected returns, standard deviations, and proportions given in Table 2.

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2. Assume that two securities constitute the market portfolio. Those se- curities have the following expected returns, standard deviations, and proportions given in Table 2. Based on this information, and given a Table 2: Two Securities Securities Expected Return Stande Deviation Proportion A 10% 20% .40 B 15 28 .60 correlation of .30 between the two securities and a risk-free rate of 5%, specify the equation of the capital market line

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