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]Mark all that are true, and explain your answers: The tangency portfolio has: (a) the maximum Sharpe ratio (b) a market beta equal to 0
]Mark all that are true, and explain your answers: The tangency portfolio has:
(a) the maximum Sharpe ratio
(b) a market beta equal to 0 (if CAPM is true)
(c) the minimum possible variance of all risky portfolios
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