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A client has formed Portfolio A with weights of 20%, 30%, 20%, and 30% in Australia, Austria, Belgium, and Canada, respectively. Using only the 4

A client has formed "Portfolio A" with weights of 20%, 30%, 20%, and 30% in Australia, Austria, Belgium, and Canada, respectively. Using only the 4 country assets, find the portfolio that has the same variance as "Portfolio A" but the highest possible expected return. What is the expected return of that portfolio?

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