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Assume that that the returns of assets A and B have variances,respectively, of 0.5 and 0.1 and the correlation between the returns of those assets

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Assume that that the returns of assets A and B have variances,respectively, of 0.5 and 0.1 and the correlation between the returns of those assets is 1. Suppose that an investor wants to create a portfolio without risk using assets A and B, so what should be the weight of asset A on her portfolio? A

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