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Consider two stocks, namely Stock A and Stock B . Their expected returns and volatilities are listed below: Stock A: Expected returns, 8 % ,

Consider two stocks, namely Stock A and Stock B. Their expected returns and volatilities are listed below:
Stock A: Expected returns, 8%, and Volatility of 15%
Stock B: Expected returns of 12%, and volatility of 30%
Also, assume that the risk-free rate is Rf=2%, and the correlation between the two stocks equals =0.5. If CAPM holds and only Stock A and B are available in this economy, what is the composition of the market portfolio (weight on Stock A, weight on Stock B)?

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