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Asset A has an expected return of 8% and a volatility of 13%. Asset B has an expected return of 20% and a volatility of
Asset A has an expected return of 8% and a volatility of 13%. Asset B has an expected return of 20% and a volatility of 33% . The correlation between Asset A and Asst B is -1. If an investor wants a return of 13%, then ____% of their portfolio should be in Asset A. enter your answer to 4 decimals in the form 0.xxxx
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