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Exercise 5 Structure the least risky portfolio of two uncorrelated assets A and B with the follow characteristics: Asset A: RA= 10 % , OA

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Exercise 5 Structure the least risky portfolio of two uncorrelated assets A and B with the follow characteristics: Asset A: RA= 10 % , OA 20% Asset B: RB= 20%, oB 60% What is the expected return and the riskness of the whole portfolio

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