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Consider the weights on just the risky assets in a 5-asset optimal portfolios. Do the weights on the risky assets have any relations with each

Consider the weights on just the risky assets in a 5-asset optimal portfolios. Do the weights on the risky assets have any relations with each other as you move from one optimal portfolio to the other, e.g. moving from optimal E(r)=7% to optimal E(r)=25%? Explain clearly.

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