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Consider two risky assets, A and B, and a risk-free asset, F. The average rate of return and the standard deviations are given as the
Consider two risky assets, A and B, and a risk-free asset, F. The average rate of return and the standard deviations are given as the attached table, and correlation coefficient between Assets A & B are 0.01. Suppose you consider portfolios by using $1000. Answer the following questions Asset Asset A Asset B li Asset F Rate of return 11 12% | 1 6% 18% Standard deviation 4% 8% : 0%
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