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Consider two stocks A and B. Both have an expected return of 10%, and their standard deviations are 18% and 16% respectively. Also, their correlation

Consider two stocks A and B. Both have an expected return of 10%, and their standard deviations are 18% and 16% respectively. Also, their correlation is 0.35. If the risk-free rate of return is 3%, identify the tangency portfolio, and calculate its expected return and standard deviation.

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