The expected return on the market portfolio is 15%, with a standard deviation of 17%. The risk-free rate of return is 6%. You want to design a portfolio with an expected return of 12%.
Calculate the weights that must be invested in the market portfolio and in the risk-free asset in
Order to accomplish this.

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The Answer of The expected return on the market portfolio is 15%, with a standard deviation of 17%. The risk-free rate of return is 6%. You want to design a portfolio with an expected return of 12%.
Calculate the weights that must be invested in the market portfolio and in the risk-free asset in
Order to accomplish this.

The Expected Return on the Market Portfolio Is 15%, with a Standard