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Problem 2.4(10 pts) The market portfolio has an annual rate of return of 0.15 and volatility of 0.35. The effective annual risk-free interest rate is

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Problem 2.4(10 pts) The market portfolio has an annual rate of return of 0.15 and volatility of 0.35. The effective annual risk-free interest rate is 0.05. Find the point on the capital market line corresponding to an annual rate of 0.2

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