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Consider the following three stocks and use the Index Model. Assume the expected excess return on the S&P500 is 0.07 and its variance is 0.023.

Consider the following three stocks and use the Index Model. Assume the expected excess return on the S&P500 is 0.07 and its variance is 0.023. Form the optimal risky portfolio. How much of the optimal risky portfolio is in TSLA?

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