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(d) (5 points) The risk free rate is 2%. Consider three Portfolios: A, B and C. The (expected return, standard deviation) pairs are (25%, 43%),(27%,

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(d) (5 points) The risk free rate is 2%. Consider three Portfolios: A, B and C. The (expected return, standard deviation) pairs are (25%, 43%),(27%, 32%) and (27%, 34%), correspondingly. Which portfolio(s) cannot be the tangency portfolio? ECOM065 (2019) Page 5 i) A ii) B iii) C iv) A and B v) A and C vi) B and C vii) none of the above

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