Question: The tangency portfolio has a 18% expected return and 30% standard deviation. A portfolio on the efficient frontier has expected return 15% and standard deviation
The tangency portfolio has a 18% expected return and 30% standard deviation. A portfolio on the efficient frontier has expected return 15% and standard deviation 24%. What is the risk-free rate? Select one: a. 3% b. 6% c. 9% d. none of the other options
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