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of return of 5 % . The correlation coefficient between the returns of A and B is 0 . 5 0 . The risk -

of return of 5%. The correlation coefficient between the returns of A and B is 0.50. The risk-free rate of return is 8%. The proportion of the optimal risky portfolio that should be invested in stock A is q,
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0%
50%
30%
58%
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