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A company is evaluating two investment options, option A and option B, for a new project. Option A has an expected return of 15% and

A company is evaluating two investment options, option A and option B, for a new project. Option A has an expected return of 15% and a standard deviation of 12%, while option B has an expected return of 10% and a standard deviation of 8%. The correlation between the two options is -0.2. The company has a maximum risk tolerance of 10%. What is the maximum proportion of the portfolio that can be allocated to option A?

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