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Asset A has an expected return of 9% and a volatility of 16%. Asset B has an expected return of 25% and a volatility of
Asset A has an expected return of 9% and a volatility of 16%. Asset B has an expected return of 25% and a volatility of 34% . The correlation between Asset A and Asst B is 1. If an investor wants a return of 16%, then ____% of their portfolio should be in Asset A. enter your answer to 4 decimals in the form 0.xxxx
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