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Abigail Grace is a portfolio manager and she plan to form a portfolio that consists of three components, including a risk-free money market security, a

Abigail Grace is a portfolio manager and she plan to form a portfolio that consists of three components, including a risk-free money market security, a stock, and a bond. The table below shows the expected return and standard deviation for each component. Further suppose that the correlation between the stock and bond returns is 0.24.

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