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Please show work that gets to these answers Q9) Portfolio Selection For your 401K pension plan, you are given four different investment options. The risk-free

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Please show work that gets to these answers

Q9) Portfolio Selection For your 401K pension plan, you are given four different investment options. The risk-free asset has a return of rf=2%. Answer the following questions: a) If you were only permitted to invest in one of the Funds above, which fund would you select? b) How would you construct a portfolio with expected return of E(rp)=9%

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