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G2. Suppose that risks sigma and moan returns mu of all portfolios corresponding to the minimal variance line satisfy the equation: sigma = Squareroot 19.8

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G2. Suppose that risks sigma and moan returns mu of all portfolios corresponding to the minimal variance line satisfy the equation: sigma = Squareroot 19.8 mu^2 - 6.9 mu + 0.7. Assume that there is a riskless security with return R = 0.08. Find the capital market line and the risk of the market portfolio

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