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Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio Market Risk-free 11.5% 10.5 10.9 4.6 33 23 28 1.7

Consider the following information concerning three portfolios, the market portfolio, and the risk-free asset:

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Portfolio Market Risk-free 11.5% 10.5 10.9 4.6 33 23 28 1.7 1.3 0.85

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