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Assume that there are two risky assets and one risk-free asset in the investment universe. Denote by u1 and 61 (/2 and 02) the mean

Assume that there are two risky assets and one risk-free asset in the investment universe. Denote by u1 and 61 (/2 and 02) the mean return and the standard deviation of returns of the first (second) r...

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