The risk-free rate is 5% and the tangency portfolio has 20% expected return and 40% return standard
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The risk-free rate is 5% and the tangency portfolio has 20% expected return and 40% return standard deviation. A risk-loving investor has $100 of wealth and she seeks to attain 27.5% expected return and 60% return standard deviation. How much money does she need to borrow from the bank?
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