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Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 16% and a standard deviation of

Consider two perfectly negatively correlated risky securities, A and B. Security A has an expected rate of return of 16% and a standard deviation of return of 18%. B has an expected rate of return of 10% and a standard deviation of return of 28%. The weight of security B in the minimum-variance portfolio is _________.

46.21%

30.62%

39.13%

25.16%

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