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The expected return on the market is 1 2 . 5 % with a standard deviation of 2 5 % . The risk - free

The expected return on the market is 12.5% with a standard deviation of 25%. The risk-free rate
is 5.5%. What is the expected return on an efficient portfolio with a standard deviation of 30%?
28.90%
4.10%
13.90%
11.33%
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