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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

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 0.30 between the two securities and a risk-free rate of 5%, what is expected return on the tangency portfolio? 12% 16% 10% 13%

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