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Given the following information, how much you should invest in Asset A if you wish to invest in the optimal portfolio? Assume you have $100

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Given the following information, how much you should invest in Asset A if you wish to invest in the optimal portfolio? Assume you have $100 to start with. Expected return Standard deviation Asset A 10% Asset B 14% 12% Correlation coefficient between A and B is 0.2. The risk free rate is 2%. 8%

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