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A portfolio has an expected rate of return of 12% per year, riskless asset with a interest of 3% per year and market portfolio with

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A portfolio has an expected rate of return of 12% per year, riskless asset with a interest of 3% per year and market portfolio with an expected rate of return of 16% per year and a standard deviation of 20%. What is the weight of the market portfolio in this portfolio? O a. 69.29 b. 52.9% C. 47.196 d. 30.896

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