Question: Consider a situation with 4 assets making up the entire economy and the following ANNUAL expected rates of return and variance - covariance matrix:

Consider a situation with 4 assets making up the entire economy and the following ANNUAL expected rates of return and variance-covariance matrix:
\table[[0.12],[0.16]]
Find the expected return and standard deviation of the efficient Market portfolio, assuming that CAPM holds and that the riskless rate Rf=8%(Annual).
Consider a situation with 4 assets making up the entire economy

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