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{"ops":[{"insert":"You are handling a set of assets and delivering customized portfolios. You are given the following estimates. The distribution of the market portfolio\u2019s returns RM = (\u03bc1 + \u03c34) with probability 50% and RM = (\u03bc1 - \u03c31) with probability 50%. The distribution of the minimum variance portfolio\u2019s returns RMVP = (\u03bc2 + \u03c32) with probability 50% and RMVP = (\u03bc2 - \u03c32) with probability 50% with \u03bc1 =0.2, \u03bc2 =0.15, \u03c31 =0.2 and \u03c32 =0.15. The expected mean \u03bcM of the market portfolio\u2019s returns equals ____ , and standard deviation \u03c3M equals _____ . The expected mean and standard deviation of the minimum variance portfolio\u2019s returns equal \u03bcMVP = _____ and \u03c3MVP =_____.\n"}]}
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