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The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free rate is 6%. What is the weight of

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The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free rate is 6%. What is the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%? O 1.20 O 0.17 O 0.83 O 0.20

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