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You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset: Portfolio 2 Market Risk-free 13.0% 12.0 7.2 11.0 5.6

You are given the following information concerning three portfolios, the market portfolio, and the risk-free asset:

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Portfolio 2 Market Risk-free 13.0% 12.0 7.2 11.0 5.6 398 34 24 29 1.75 1.30 0.85 1.00

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