Question: By considering the formulas for the expected return (up) and standard deviation (op) of a portfolio with x invested in the market asset and 1

By considering the formulas for the expected return (up) and standard

By considering the formulas for the expected return (up) and standard deviation (op) of a portfolio with x invested in the market asset and 1 z invested in the risk-free asset, show that it is possible to write: opE(rm rt) Op + T

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