Question: Given the following data: m 2 = 1 0 . 4 , What is the optimum portfolio under a single index model assuming no short

Given the following data: m2=10.4, What is the optimum portfolio under a single index
model assuming no short sales if the risk-free interest rate is 4.7%?
Given the following data: m2=10.4, What is the optimum portfolio under

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