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Question 4 ket portfolio is 0.8. The standard deviations of the rates of return are 0.25 for Best Mutual Fund, and 0.20 for the market

Question 4

ket portfolio is 0.8. The standard deviations of the rates of return are 0.25 for Best Mutual Fund, and 0.20 for the market portfolio. How would you combine the Best Fund and a riskless security to obtain a portfolio with a beta of 1.6? Suppose an investor may borrow at the risk-free rate

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