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An investor is considering two securities:o Security A: expected returns, 1 2 % , SD = 5 % , o Security B: expected returns =
An investor is considering two securities:o Security A: expected returns, SD o Security B: expected returns SD CovA, BRiskfree security: Returns What is the expected return and volatility of a portfolio with in A and the remainder in BWhat combination of the riskfree and security A will yield the returns of Security B What is the volatility of this portfolio?
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