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Suppose the expected return of the Minimum Variance Portfolio (V) equals 4% and its return variance equals 0.01. Moreover, suppose the expected return of the

Suppose the expected return of the Minimum Variance Portfolio (V) equals 4% and its return variance equals 0.01. Moreover, suppose the expected return of the Tangency Portfolio (T) equals 8% and its return variance equals 0.05. What is the expected return and return standard deviation of the efficient portfolio P that invests 30% in V and 70% in T?

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