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Finance Investment Analysis Class Consider the following portfolios: Portfolio A:E(r)=.15; variance =.0400 Portfolio B:E(r)=.10; variance =.0225 Portfolio C: E(r)=.12; variance =.1000 Portfolio D: E(r)=.13; variance

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Finance Investment Analysis Class

Consider the following portfolios: Portfolio A:E(r)=.15; variance =.0400 Portfolio B:E(r)=.10; variance =.0225 Portfolio C: E(r)=.12; variance =.1000 Portfolio D: E(r)=.13; variance =.0625 If the T-bill rate is 5%, which portfolio is most likely to be the market portfolio? Explain your

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