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need only B 3) A compleio portfolio is composed of the risk-free security and the optimal risky portfolio, Q, constructed with the market portfolio and

need only B
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3) A compleio portfolio is composed of the risk-free security and the optimal risky portfolio, Q, constructed with the market portfolio and Stock B. Given the risk. free rate of 4%. The market portfolio has an expected return of 10%, and Stock B has an expected return of 14%. i) Given the expected return of 12% for the optimal risky portfolio , what is the weight for the market portfolio? (15points) ii) You would like to form a complete portfolio with the expected return of 18%, What are the overall wights for the risk-free security, market portfolio and Stock B, respectively? (20points)

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