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Use the following information for questions 62-64: The expected return on the market portfolio is 10% (with a standard deviation of 14%), and the risk-free

Use the following information for questions 62-64: The expected return on the market portfolio is 10% (with a standard deviation of 14%), and the risk-free rate is 5%. Youve created a portfolio on the Capital Market Line with $45,000 invested in the market portfolio and $55,000 in T-bills.

62. Whats the expected return of your portfolio?

Answer: ____________%

63. Whats the standard deviation of your portfolio?

Answer: ____________%

64. Whats the covariance between the returns on the market portfolio and the T-bills?

Answer: ____________

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