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Assume of = 10% and 02 = 30%. Under what circumstances will a portfolio allocation of 25% in asset 1 and 75% in asset 2
Assume of = 10% and 02 = 30%. Under what circumstances will a portfolio allocation of 25% in asset 1 and 75% in asset 2 produce a combined portfolio with 0=25%? OA. p = 0 OB. p = 1 C. p = -1 OD. None of the above
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