What is the covariance of the return of the tangency, Finance Basics

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What is the covariance of the return of the tangency

What is the covariance of the return of the tangency portfolio from exercise 5.2 with the return of all portfolios that have the same expected return as AOL?

Exercise 5.2

Compute the tangency portfolio weights assuming a risk-free asset yields 5 percent.

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