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Std. Dev E(r) 7.5 7.0 6.5 6.0 6.0 4.5 7.0 3.5 8.5 3.0 10.0 7.5 12.0 8.0 Using the table, draw the opportunity set, identify

Std. Dev E(r)
7.5 7.0
6.5 6.0
6.0 4.5
7.0 3.5
8.5 3.0
10.0 7.5
12.0 8.0

Using the table, draw the opportunity set, identify the minimum variance portfolio & optimal

portfolio, draw the CAL, calculate the sharp ratio of the optimal portfolio. The risk-free rate is

2%. Label the chart.

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