Question: Let's assume the provided data (in %) applies to two efficient portfolios. To illustrate the efficient frontier, we'll use three sets of coordinates denoted

Let's assume the provided data (in %) applies to two efficient portfolios. To illustrate the efficient frontier, we'll use three sets of coordinates denoted as (0, R), which are located on the efficient frontier. Please note that short sales are allowed in this scenario. Portfolio R 16 20 Oij = 80 Hint: Utilize data from two efficient portfolios to locate the Global Minimum Variance Portfolio (GMVP) in risk-return space. This will help establish the efficient frontier. A B i 8 12

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