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e) [6 marks] Consider a portfolio Q and a tangency portfolio T. Portfolio Q lies on the efficient frontier and invests 20% of its value

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e) [6 marks] Consider a portfolio Q and a tangency portfolio T. Portfolio Q lies on the efficient frontier and invests 20% of its value in stock 1. 30% in stock 2, and 50% in the risk-free asset. The riskless rate is 5%. What fraction of the tangency portfolio's value is invested in stock 1. stock 2, and the risk- free asset? e) [6 marks] Consider a portfolio Q and a tangency portfolio T. Portfolio Q lies on the efficient frontier and invests 20% of its value in stock 1. 30% in stock 2, and 50% in the risk-free asset. The riskless rate is 5%. What fraction of the tangency portfolio's value is invested in stock 1. stock 2, and the risk- free asset

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