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Suppose that the tangent portfolio for the market has an expected return of 17% and a volatility of 31%. The risk-free rate is 1.8%. Find

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Suppose that the tangent portfolio for the market has an expected return of 17% and a volatility of 31%. The risk-free rate is 1.8%. Find the volatility of the efficient portfolio with an expected return of 11%. 21.01% 18.01% 18.76% 19.51% 20.26%

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