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According to Markowitzs model, assume a market portfolio with expected return 10% and volatility 25%. The risk-free rate is 5%. If you want to build
According to Markowitzs model, assume a market portfolio with expected return 10% and volatility 25%. The risk-free rate is 5%. If you want to build a portfolio with expected return 20%, what should be the optimal weight of the market portfolio in your own portfolio?
Select one:
a. No answer
b. -42.30%
c. +27.00%
d. +15.00%
e. +300.00%
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