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Given the information on Page 5 of lecture notes Efficient Diversification, when B S = - 1 , what is the risk - free rate?

Given the information on Page

5

of lecture notes "Efficient Diversification", when

_{B S} = - 1,

what is the risk

-

free rate?

Question to think: given

_{B S} = - 1,

can we create a "synthetic" risk

-

free asset and get the risk

-

free rate?

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