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Find the tangency portfolio associated with the following securities listed in Table 1. You may assume a risk-free rate of 4% and the Table 1:
Find the tangency portfolio associated with the following securities listed in Table 1. You may assume a risk-free rate of 4% and the Table 1: Securities Securities Expected Return Beta Unsystematic Risk, o 15 1.5 500 11 1.1 625 1.0 600 0.9 800 0.7 600 variance of the market index is 400
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