Question: (67) In the real world, is it possible to construct a portfolio of stocks that has an expected return equal to the risk-free rate? Self-Test

(6–7) In the real world, is it possible to construct a portfolio of stocks that has an expected return equal to the risk-free rate?

Self-Test Problems Solutions Appear in Appendix A

(ST–1)

Realized Rates of Return Stocks A and B have the following historical returns:

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