Question: What value must ACYOU Corporation's expected return be in Example 5.4 to prevent us from forming a combination of Henry's portfolio, ACME, ACYOU, and the

What value must ACYOU Corporation's expected return be in Example 5.4 to prevent us from forming a combination of Henry's portfolio, ACME, ACYOU, and the risk-free asset that is mean-variance superior to Henry's portfolio?

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