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Title: The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free ... Post by: JohnCena494 on Mar 11, 2024 The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free rate is 6%. What would be the weight of the market portfolio in an efficient portfolio with a standard deviation of 30%, if borrowing is not allowed?
▸ 16.78% ▸ 20% ▸ 83.33% ▸ Cannot be constructed Title: Re: The expected return of the market portfolio is 14% with a standard deviation of 25%. The risk-free ... Post by: sandra15 on Mar 11, 2024 Content hidden
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