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an investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 14% and a standard

an investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 14% and a standard deviation of 20%. Stock B has an expected return of 10% and a standard deviation of 5%. The correlation coefficent between the returns of A and B is .5. The risk free rate of return is 6%. The proportion of the optimal risky portfolio that should be invested in Stock A is

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