Question: Assume now that we add a Risk-free security So with return po = 0.6%. 1. (10 points) We denote the Tangent Portfolio by (Pr). Derive

Assume now that we add a Risk-free security So with return

Assume now that we add a Risk-free security So with return po = 0.6%. 1. (10 points) We denote the Tangent Portfolio by (Pr). Derive the expressions of its weights (Pr), its Expected Return (PT), its volatility (or). Assume now that we add a Risk-free security So with return po = 0.6%. 1. (10 points) We denote the Tangent Portfolio by (Pr). Derive the expressions of its weights (Pr), its Expected Return (PT), its volatility (or)

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