Question: begin{tabular}{l} hline Question 2 Not yet saved Marked out of 7.00 P Flag question end{tabular} The information of two companies, A

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\begin{tabular}{l} \hline Question 2 \\ Not yet saved \\ Marked out of \\ 7.00 \\ P Flag question \end{tabular} The information of two companies, A and B, are listed in the following table. The T-bill rate is 5%. The market portfolio has an expected return 20% and standard deviation 16%. a) Draw the Security Market Line and mark Company A, B and the Market portfolio. [3] b) What is the minimum variance portfolio containing Company A and B? [4]

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