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A market consists of two stocks, A and B, whose returns are independent. Stock A has mean return 4% and risk 10%. Stock B has

A market consists of two stocks, A and B, whose returns are independent.

Stock A has mean return 4% and risk 10%.

Stock B has mean return 15% and risk 30%.

A client wants a portfolio of these two stocks with zero risk. What are the weights of this portfolio and what is its return ?

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