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Consider the following data for assets A and B: E(A)=0.125; E(TB)=0.16 Variance of A=0.36; Variance of B =0.64 and correlation (A;B)-0.75 Assume that only the

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Consider the following data for assets A and B: E(A)=0.125; E(TB)=0.16 Variance of A=0.36; Variance of B =0.64 and correlation (A;B)-0.75 Assume that only the riskless asset and assets A and B are available in the market. What riskless rate would cause the investor to hold none of asset A

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