Question: - You are to structure and implement the portfolio for the Pension fund - The portfolio is to invest in UK equities and short -

- You are to structure and implement the portfolio for the Pension fund
- The portfolio is to invest in UK equities and short-term cash only and is to be a long-only portfolio (no short sales allowed)
- The initial size is 10 million with the ability to borrow a further 2 million
- You may invest only in UK-domiciled shares listed on the London Stock Exchange
What shares are recommended?

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