Find the weights for a portfolio with the same standard deviation as asset A but...

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Finance

Find the weights for a portfolio with the same standard deviation as asset A but a
higher expected return? (Trial and error may be a viable strategy; however, there is
an analytical solution.) What is the expected return of this portfolio?
Find the weights for a portfolio with the same standard deviation as asset A but a
higher expected return? (Trial and error may be a viable strategy; however, there is
an analytical solution.) What is the expected return of this portfolio?

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