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Currently there are two assets to invest. Asset A has a beta of 0.5 and an expected return of 0.04, and Asset B has a

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Currently there are two assets to invest. Asset A has a beta of 0.5 and an expected return of 0.04, and Asset B has a beta of 1.2 and an expected return of 0.16. These are the only two assets available for investing. Your task is to find what combination of these two assets will give you an portfolio expected return of 0.13

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