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Consider two assets: S and B. The expected returns on S and B are 36% and 19%, respectively. The standard deviations of S and B

Consider two assets: S and B. The expected returns on S and B are 36% and 19%, respectively. The standard deviations of S and B are 38% and 22%, respectively. The correlation between the two assets is -0.2. The risk-free rate is 4%. What is the percentage (%) expected return on the optimal risky portfolio of the two assets?

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