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You currently have $ 1 0 5 , 0 0 0 invested in a portfolio that has an expected return of 1 0 % and
You currently have $ invested in a portfolio that has an expected return of and a volatility of Suppose the riskfree rate is and there is another portfolio has an expected return of and a volatility of
a What portfolio has a higher expected return than your portfolio but with the same volatility?
b What portfolio has a lower volatility than your portfolio but with the sam expected return?
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