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Given the returns, risk, and correlation: E (r) PSB Portfolio S 0.11 0.4 -0.41 Portfolio B 0.065 0.16 Risk-free 0.03 What is the weight

Given the returns, risk, and correlation: E (r) PSB Portfolio S 0.11 0.4 -0.41 Portfolio B 0.065 0.16 Risk-free 0.03 What is the weight of Portfolio B for the min O 0.8104 0.7823 0.8536

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