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Jane currently has a portfolio of shares giving a return of 18% with a risk of 10%. She is considering investing in one of the

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Jane currently has a portfolio of shares giving a return of 18% with a risk of 10%. She is considering investing in one of the following additional investments Return Risk coefficient orcorrelation with existing portfolio 8% 5% -0.7 8% 3% 0.4 The new investment will comprise 20% of his enlarged portfolio. Required: Which of the two investments should she choose

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