Question: Use the following table which shows risk and return measures for two portfolios Portfolio Aver annual rate of return standard deviation Beta 11% 10% 0.6

Use the following table which shows risk and return measures for two portfolios Portfolio Aver annual rate of return standard deviation Beta 11% 10% 0.6 X Russell 2000 15 13 1.15 Above the CML Below the CML O On the CML Insufficient data given

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