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The risk-free asset has an expected return of .03; the tangent portfolio has an expected...

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The risk-free asset has an expected return of .03; the tangent portfolio has an expected return of .15 and a standard deviation of 25. If you are willing to invest in any portfolio, and you can accept an expected return of .06, what is the lowest standard deviation you can attain? 0.125 O .175 .0625 0.04

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