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Problem 1. Capital Market Line (CML) Please fill in the cells highlighted in GREEN. Given the market portfolio and risk-free rate below, answer the following

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Problem 1. Capital Market Line (CML) Please fill in the cells highlighted in GREEN. Given the market portfolio and risk-free rate below, answer the following question: Market portfolio Expected return 22.00% Standard deviation of return 19.00% Risk-free rate 7.00% Compute the following CML portfolios: Sigma (Standard deviation) Mean return Portfolio (1). Composed of 35% risk free asset and 65% market portfolio. (2). Composed of 120% market portfolio. (3). Yields a return of 15%. (4). With standard deviation of 5%. 15.00% 5.00% Problem 1. Capital Market Line (CML) Please fill in the cells highlighted in GREEN. Given the market portfolio and risk-free rate below, answer the following question: Market portfolio Expected return 22.00% Standard deviation of return 19.00% Risk-free rate 7.00% Compute the following CML portfolios: Sigma (Standard deviation) Mean return Portfolio (1). Composed of 35% risk free asset and 65% market portfolio. (2). Composed of 120% market portfolio. (3). Yields a return of 15%. (4). With standard deviation of 5%. 15.00% 5.00%

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