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Assume the risk - free interest rate is 0 . 2 % ( return per month ) . Identify the global minimum variance portfolio and

Assume the risk

-

free interest rate is

0.2 % (

return per month

) .

Identify the global

minimum variance portfolio and the tangent portfolio based on the given risk

-

free

rate on the efficient frontier. Draw the efficient frontier and Capital Market Line

. 1

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