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(5pts) Two assets with expected rates of return i and 2 have standard deviations ai = 02 a and have correlation coefficient p = 0.

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(5pts) Two assets with expected rates of return i and 2 have standard deviations ai = 02 a and have correlation coefficient p = 0. If there is a risk-free asset with rate of return rf, find an equation for the optimal weights of assets 1 and 2

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