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Assume your client believes in the strong-form of market efficiency as it relates to security selection, what portfolio substitution(s) would you make to your optimal

Assume your client believes in the strong-form of market efficiency as it relates to security selection, what portfolio substitution(s) would you make to your optimal risky portfolio? No calculations are necessary.

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Expected Return vs Risk for Assets A & B - Efficient Frontier - AL Indifference Curve Expected Return 0.00% 2.00% 4.00% 6.00% 2.00% 2.00% 14.00% 5.00% 18.00% 20.00% 10.00% Risk Expected Return vs Risk for Assets A & B - Efficient Frontier - AL Indifference Curve Expected Return 0.00% 2.00% 4.00% 6.00% 2.00% 2.00% 14.00% 5.00% 18.00% 20.00% 10.00% Risk

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