An investor can design a risky portfolio based on two stocks, A and B. Stock...
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An investor can design a risky portfolio based on two stocks, A and B Stock A has an expected return of and a standard deviation of return of Stock B has an expected return of and a standard deviation of return of The correlation coefficient between the returns of A and B is The riskfree rate of return is The proportion of the optimal risky portfolio that should be invested in stock A is Note: Express your answers in strictly numerical terms. For example, if the answer is write
An investor can design a risky portfolio based on two stocks, A and B Stock A has an expected return of and a standard deviation of return of Stock B has an expected return of and a standard deviation of return of The correlation coefficient between the returns of A and B is The riskfree rate of return is The proportion of the optimal risky portfolio that should be invested in stock A is Note: Express your answers in strictly numerical terms. For example, if the answer is write
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