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a) Determine the expected return and standard deviation of an equally weighted portfolio of the four assets. b) Determine the minimum variance portfolio of the

a) Determine the expected return and standard deviation of an equally weighted portfolio of the four assets. b) Determine the minimum variance portfolio of the four assets and show its expected return and standard deviation. c) If the risk-free rate of return is 0.2, determine the tangency portfolio and derive the risk- return equation.

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