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Please Explain steps, how and why. Please do not use excel. Q3, 8 The expected return of the market portfolio is 14% with a standard

Please Explain steps, how and why. Please do not use excel. Q3, 8image text in transcribed

The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free rate is 6%. What would be the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%, if borrowing is not allowed? a. 20% b. Cannot be constructed C. 16.78% O d. 83.33%

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