Question: Suppose that the borrowing rate that your client faces is 9%. Assume that the S&P 500 index has an expected return of 13% and standard

Suppose that the borrowing rate that your client faces is 9%. Assume that the S&P 500 index has an of 13% and standard deviation of 25%, that rf = 5%, and that your fund has the parameters given in Problem 21.

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