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20 pts An investor can design a risky portfolio based on two stocks A and...

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20 pts An investor can design a risky portfolio based on two stocks A and B Stock A has an expected return of 18 and a standard deviation of return of 20 Stock B has an expected return of 14 and a standard deviation of return of 5 The correlation coefficient between the returns of A and B is 50 The risk free rate of return is 10 The expected return on the optimal risky portfolio is

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