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The following expected return and the standard deviation of current returns are known: a) Determine the weights of a portfolio with a standard deviation of

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The following expected return and the standard deviation of current returns are known: a) Determine the weights of a portfolio with a standard deviation of 7% created by combining T-Bill and the market portfolio. b) Determine which of A or B is over-valued or undervalued. c) How will you invest $1000 in riskless T-bills and the risky assets in the Market Portfolio to maintain a standard deviation of 10%

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