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D Question 17 Given the returns, risk, and correlation: E (r) o PSB Portfolio S 0.125 0.32 -0.41 Portfolio B 0.085 0.23 Risk-free 0.045 What

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D Question 17 Given the returns, risk, and correlation: E (r) o PSB Portfolio S 0.125 0.32 -0.41 Portfolio B 0.085 0.23 Risk-free 0.045 What is the weight of Portfolio S for the minimum-variance portfolio? (Note to solve for Portfolio 'S') 0.3693 O 0.4151 0.4264 0.3852 0.4017 Previous 8 pts Next

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