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The market portfolio has expected return of 12% and risk of 19%, and the risk free rate is 5%. According to the capital market line
The market portfolio has expected return of 12% and risk of 19%, and the risk free rate is 5%. According to the capital market line (the line that connects the risk free rate to efficient frontier), what is the portfolio weight for the risky market portfolio if an investor wants to achieve 8.5% return? What about 16.2%? And 19% return? Show on excel
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