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An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 25%, while

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An investor can design a risky portfolio based on two stocks, A and B. The standard deviation of return on stock A is 25%, while the standard deviation on stock B is 42%. The correlation coefficient between the returns on A and B is.345. The expected return on stock A is 9.75%, while on stock B it is 21.5%. The proportion of stock A invested in the optimal risky portfolio using these two stocks should approximately be

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