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a) Consider the following expected retums, volatilities, and eocrelations: i. Consider a portfolio consisting of only Duke Energy and Microsoft. What is the persentage of

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a) Consider the following expected retums, volatilities, and eocrelations: i. Consider a portfolio consisting of only Duke Energy and Microsoft. What is the persentage of your investment (portfolio weight) that you would place in Duke Energy stock to achieve a risk-free investment? ii. What is the expected return of a portfolio that is equally invested in Duke Energy and Micrusoff? iii. What is the volutility of II portfolio that is equally invested in Duke Energy and Microsoft

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