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For your 401K pension plan, you are given four different investment options. The risk-free asset has a return of rf = 2%. Answer the

For your 401K pension plan, you are given four different investment options. The risk-free asset has a return  

For your 401K pension plan, you are given four different investment options. The risk-free asset has a return of rf = 2%. Answer the following questions: Fund A B D E Return 8% 6% 3% 12% 10% a) If you were only permitted to invest in one of the Funds above, which fund would b) How would you construct a portfolio with expected return of E() = 9%? you select?

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To determine which fund to select we need to compare the expected returns of each fund Given the options and their respective returns Riskfree asset r... blur-text-image

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