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In the 2-security example, we have the following basic facts regarding expected returns, standard deviations, and the correlation between the two securities. How can I

In the 2-security example, we have the following basic facts regarding expected returns, standard deviations, and the correlation between the two securities.

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How can I invest in these two securities and achieve an expected return of 15%?

E(R) SD Correl. A 10.0% 15.0% B 6.0% 5.0% -100%

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