The expected rates of return on portfolios X and Y are 12% and 19%, respectively....

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The expected rates of return on portfolios X and Y are 12% and 19%, respectively. The beta of X is 0.7 while that of Y is 2. The standard deviation for X is 10% while that for Y is 39%, and X and Y have a correlation of +1. Also, the T-bill rate is 6% and the market risk premium is in T-bills and only one of the portfolios below, which would you choose? O 0.75*X+0.25*Y O 0.25*X+0.75*Y The expected rates of return on portfolios X and Y are 12% and 19%, respectively. The beta of X is 0.7 while that of Y is 2. The standard deviation for X is 10% while that for Y is 39%, and X and Y have a correlation of +1. Also, the T-bill rate is 6% and the market risk premium is in T-bills and only one of the portfolios below, which would you choose? O 0.75*X+0.25*Y O 0.25*X+0.75*Y

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