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Asset Expected Standard Return Deviation Stock A 8% 35% Stock B 12% 50% Riskless Asset 5% Correlation (A, B) 0.2 a) What are the portfolio

Asset Expected Standard Return Deviation Stock A 8% 35% Stock B 12% 50% Riskless Asset 5% Correlation (A, B) 0.2 a) What are the portfolio weights of the tangency (i.e., MVE) portfolio? b) What is the Sharpe ratio of the tangency portfolio

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