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(10 points) A portfolio includes two assets. Asset A has a risk of 20% and a return of 10%. Asset A takes 50% of the

  • (10 points) A portfolio includes two assets. Asset A has a risk of 20% and a return of 10%. Asset A takes 50% of the portfolio market value. Asset B has a risk of 0% and a return of 5%. What are the total risk and the return of the portfolio? What is the sharp ratio of this portfolio?

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