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securities 1. Find the tangency portfolio associated with the following listed in Table 1 . You may assume a risk-free rate of 4% and the
securities 1. Find the tangency portfolio associated with the following listed in Table 1 . You may assume a risk-free rate of 4% and the Table 1: Securities Unsystematic Risk,'i 500 625 Securities Expected Return Beta 1.5 1.1 1.0 0.9 0.7 600 800 600 10 9 variance of the market index is 400
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