We consider 3 portfolios with the following properties: Portfolio A: expected profitability: 6%, standard deviation...

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Finance

We consider 3 portfolios with the following properties: Portfolio A: expected profitability: 6%, standard deviation 3% Portfolio B: 8%, 4% Portfolio C: 9%, 5% The risk-free rate is 3%. Which of the above portfolios would be the market portfolio? Explain your approach.

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