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Portfolios A, B, and C all lie on the efficient frontier that allows for risk-free borrowing and lending. Portfolio A and B have the following

Portfolios A, B, and C all lie on the efficient frontier that allows for risk-free borrowing and lending. Portfolio A and B have the following expected returns and return variances: A: , ; B: , . Portfolio Cs return has variance . What is the expected return and Sharpe ratio of Portfolio C? What is the risk-free interest rate? Explain your calculations

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