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5. Compute the volatility of the Sharpe optimal portfolio for this market. Recall that we can compute the Sharpe optimal portfolio by taking the risky

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5. Compute the volatility of the Sharpe optimal portfolio for this market. Recall that we can compute the Sharpe optimal portfolio by taking the risky positions corresponding to any risk aversion parameter and re-scaling them so that the components add up to 1. Submission Guideline: Give your answer in % rounded to 2 decimal places. For example, if you compute the answer to be 2.67%, submit 2.67. Enter answer here 6. Using the results in the previous question, compute the slope of the capital market line. Submission Guideline: Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 2.67123, submit 2.67. Enter answer here 5. Compute the volatility of the Sharpe optimal portfolio for this market. Recall that we can compute the Sharpe optimal portfolio by taking the risky positions corresponding to any risk aversion parameter and re-scaling them so that the components add up to 1. Submission Guideline: Give your answer in % rounded to 2 decimal places. For example, if you compute the answer to be 2.67%, submit 2.67. Enter answer here 6. Using the results in the previous question, compute the slope of the capital market line. Submission Guideline: Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 2.67123, submit 2.67. Enter answer here

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