Suppose that the slope of the Capital Market Line is 0.8, the annual return variance of the

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Suppose that the slope of the Capital Market Line is 0.8, the annual return variance of the Optimal Tangent Portfolio is 0.04, and the annual risk-free rate is 0.01 (i.e., =1%). Find the annual expected return of the Optimal Tangent Portfolio.

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Data Analysis and Decision Making

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Authors: Christian Albright, Wayne Winston, Christopher Zappe

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Posted Date: Feb 24, 2023 02:45 AM

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Suppose that the slope of the Capital Market Line is 0.8, the annual return variance of the

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Data Analysis and Decision Making

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