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Identify a portfolio composed of the maximal Sharpe ratio portfolio and rf that has an expected return equal to the expected return of Target. That

Identify a portfolio composed of the maximal Sharpe ratio portfolio and rf that has an expected return equal to the expected return of Target. That is, find the weights of rf and the maximal Sharpe ratio portfolio. What is the reduction in risk you would achieve if you invested in this portfolio rather than entirely investing in Target?

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