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Two investors, X and Y, hold their respective optimal port- folios. The table below shows some portfolio weights for each of those two investors for

Two investors, X and Y, hold their respective optimal port- folios. The table below shows some portfolio weights for each of those two investors for the risk-free asset, asset A, and asset B. The CAPM assumptions hold.

Investor wf WA WB 0 X Y .5 .6 Please sketch the maximum obtainable indifference curve of both investors.

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