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QUESTION TWO There are distinet portfolios, A, B and G Portfolio Expected Returns Standard Deviation 0.2 0.3 0.27 0.2 0.4 missing PAB-0.5 a) Determine the

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QUESTION TWO There are distinet portfolios, A, B and G Portfolio Expected Returns Standard Deviation 0.2 0.3 0.27 0.2 0.4 missing PAB-0.5 a) Determine the variance of portfolio C (15 marks) b) Using portfolios A and B above and given that the risk free rate is 3%, compute the (15 marks) maximum feasible Sharpe ratio for the tangent portfolio, T. CONTINUEDI

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