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In an imaginary world the optimal risky portfolio contains two assets: X and Y. Considering the following table, how much is the weight of X
In an imaginary world the optimal risky portfolio contains two assets: X and Y. Considering the following table, how much is the weight of X in the optimal risky portfolio approximately? The correlation between X and Y is zero. Asset Risk premium Variance X 5% 3% Y 9% 5% Select one: a 64.03 b.48.08 c.57.25 d.35.71
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