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Asset A has an expected return of 10% and a volatility of 21%. Asset B has an expected return of 27% and a volatility of

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Asset A has an expected return of 10% and a volatility of 21%. Asset B has an expected return of 27% and a volatility of 15%. The correlation between Asset A and Asst B is 1. If an investor wants a return of 17%, then % of their portfolio should be in Asset A. enter your answer to 4 decimals in the form O.XXXX Your

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