Suppose that the average return of the global minimum variance portfolio (GMVP portfolio) and the Tangency portfolio for a set of n securities is equal to 5% and 9%, respectively, i.e GMP-5% and T-9%. How would you be able to construct an efficient portfolio with return equal to 7%? Why? Explain your answer in detail. Suppose that the average return of the global minimum variance portfolio (GMVP portfolio) and the Tangency portfolio for a set of n securities is equal to 5% and 9%, respectively, i.e GMP-5% and T-9%. How would you be able to construct an efficient portfolio with return equal to 7%? Why? Explain your answer in detail