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3. Consider the following information for asset X and asset Y: 3 pts E(x)=13.0 % x 25.0% E(Ty) = 6.0% ay = 13.0 % Pxy

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3. Consider the following information for asset X and asset Y: 3 pts E(x)=13.0 % x 25.0% E(Ty) = 6.0% ay = 13.0 % Pxy = 0.20 a. Given a risk-free asset with an expected return of 3.5% THE optimal risky portfolio (P) of X and Y has weights of 60.43% and 39.57%, respectively. Compute the expected return and standard deviation of an optimal complete portfolio for Jane, an investor with A-3.0. b. What is the expected return and the standard deviation of the MVP

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