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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? KLM's

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 60%

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

The two assets have a covariance of 0.12.

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