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Assume that two securities constitute the market portfolio. Those securities have the following expected returns, standard deviations, and weights in the market portfolio. On the

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Assume that two securities constitute the market portfolio. Those securities have the following expected returns, standard deviations, and weights in the market portfolio. On the basis of this information, and a given correlation coefficient of 0.10 between the two securities and a risk-free rate of 5%, what is expected return on the tangency portfolio? 16% 12% 13% 10%

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