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5.19. There exists a portfolio P, whose expected return is 11%. Stock I has a covariance with P of .004, and Stock II has a

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5.19. There exists a portfolio P, whose expected return is 11%. Stock I has a covariance with P of .004, and Stock II has a covariance with P of .005. If the expected returns on Stocks I and II are 9% and 12%, respectively, and the risk-free rate is 5%, then is it possible for portfolio P to be the tangency portfolio

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