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can you help me find the correct answer? Table 1 Asset A Asset B 0.16 0.08 Expected Return Standard Deviation Covariance 0.12 0.05 -0.002 Based

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Table 1 Asset A Asset B 0.16 0.08 Expected Return Standard Deviation Covariance 0.12 0.05 -0.002 Based on Table 1 (above), calculate the expected return of a portfolio which has a 35% weight on A 40% weight on Band 25% weight on a Treasury-bill with a return of 4% DA 0:09 DB 0.12 OC01120 OD. None of the above

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