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Consider the following data: The correlation between the returns on the Russell Fund and the S&P Fund is 0.7. The rate on T-bills is 6%.

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Consider the following data: The correlation between the returns on the Russell Fund and the S&P Fund is 0.7. The rate on T-bills is 6%. Which of the following portfolios would you prefer to hold in combination with T-bills and why? Russell Fund Windsor Fund S&P Fund A portfolio of 60% Russell Fund and 40% S&P Fund

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