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Consider the following data for the companies Powergas and Supertech: Powergas has a beta of 0.6, and Supertech has a beta of 1.6. The expected

Consider the following data for the companies Powergas and Supertech: Powergas has a beta of 0.6, and Supertech has a beta of 1.6. The expected return
on the market index is 15% and the risk free rate of interest is 6%.
3.a
How could you form a portfolio of Powergas and Supertech that has exactly
the same expected rate of return as the market?
3.b
How could you form a portfolio of Powergas and Supertech that has a expected rate of return of 24%? What is the risk of this portfolio if the correlation between Powergas and Supertech is 0.5?

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