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An expected return of the portfolio if the risk free rate is 4%, market risk premium 2%, variance of the market potfolio is 0.0049, and

An expected return of the portfolio if the risk free rate is 4%, market risk premium 2%, variance of the market

potfolio is 0.0049, and acceptable level of risk of your portfolio is 5.7%, is closest to:

A) 6.46% B) 5.63% C) 4.17% D) 27.27%

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