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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 0 . 1
An investor can design a risky portfolio based on two stocks, A and B Stock A has an
expected return of and a standard deviation of return of Stock has an
expected return of and a standard deviation of return of The correlation
coefficient between the returns of A and is The riskfree rate of return is
The proportion of the optimal risky portfolio that should be invested in stock
is
Please answer in decimal terms rounded to four decimal places.
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