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6. You have decided to invest all your wealth in two mutual funds: A and B. Their returns and risks are as follows: the mean

6. You have decided to invest all your wealth in two mutual funds: A and B. Their returns and risks are as follows: the mean returns are fA= 15% and 1= 11% the covariance matrix is ra ra .04 .025 ,025 .032 You want your total portfolio to yield a return of 12%. What proportions of your wealth should you invest in A and B? What is the standard deviation of the return on your portfolio

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