6. Fund A Fund B Expected Ret. E(r)13.4%.10.8% Standard Deviation...

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6. Fund A Fund B
Expected Ret. E(r)13.4%.10.8%
Standard Deviation -13%.15.8%
The table above contains expected annual returns for funds A and B. Assuming that the risk free rate is 2.55% and that the correlation of returns between funds A and B is -0.18, calculate the weight of Fund A in the minimum-variance two-risky asset portfolio comprised of funds A and B.

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