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Asset A has an expected return of 5% and a risk of 8%. Asset B has an expected return of 7% and a risk of

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Asset A has an expected return of 5% and a risk of 8%. Asset B has an expected return of 7% and a risk of 12%. The two assets have a correlation of -1. In the absence of arbitrage, which of the following must be true about the risk-free rate (rf)? 3%r5%1%r13%7%r110%5%r110%5%7%

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