Sarah selects assets A and B to form a portfolio. What will be the weight...

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Sarah selects assets A and B to form a portfolio. What will be the weight of Aif Sarah wants to have a portfolio with the minimum variance? The correlation between returns of A and B is zero. Variance E(I) Asset 15% 22% B 5% 8% Select one: a. 75% b.25% c. 30% d.70%

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