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Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 8% and a standard deviation of

Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 8% and a standard deviation of return of 15%. B has an expected rate of return of 20% and a standard deviation of return of 40%. The weight of security B in the minimum-variance portfolio is _________.

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