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] How much weight do you have to invest in KLM in order to earn the least amount of risk possible, given the following data?

]

How much weight do you have to invest in KLM in order to earn the least amount of risk possible, given the following data?

KLM's expected return is 12% and its standard deviation is 50%

FGH's expected return is 10% and its standard deviation is 40%

The two assets have a covariance of 0.1.

28.57%

71.43%

39.02%

30%

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