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Suppose the risk-free rate is 2%, and the maximum Sharpe ratio portfolio of firm F and G has 10% expected return, and a Sharpe ratio

Suppose the risk-free rate is 2%, and the maximum Sharpe ratio portfolio of firm F and G has 10% expected return, and a Sharpe ratio of 0.36, and the weight of firm G (in the max Sharpe portfolio) is 25%. You have $5,000 to invest, and you want to achieve the highest possible expected return without exceeding 16% volatility. What is the dollar value you invest in firm F?

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