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Construct the mimicking portfolio using a risk-free asset and the market index if the B on your well-diversified portfolio is 1.5. That is, give
Construct the mimicking portfolio using a risk-free asset and the market index if the B on your " well-diversified portfolio is 1.5. That is, give the weights for both the risk free asset and the market portfolio in P=(wrf, Wm)
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