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You want to build a two - asset portfolio which includes the risk - free asset and the market portfolio. You want the portfolio to
You want to build a twoasset portfolio which includes the riskfree asset and the market portfolio. You want the portfolio to have an expected return of The expected return on the riskfree asset is and the expected return on the market is What is the portfolio weight on the riskfree asset?
possible answers:
a
b
c
d
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