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The expected return of portfolio P is 10%. The expected return of the market portfolio is 12%. The risk-free rate is 6%. Can we say

The expected return of portfolio P is 10%. The expected return of the market portfolio is 12%. The risk-free rate is 6%. Can we say that portfolio P is inferior to the market portfolio? How can you construct from portfolio P and the risk-free asset a new portfolio, P*, that has an expected return double that of the market? (explain exactly what you should do to hold this portfolio)

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