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please answer the following question 1.There is a risky portfolio composed of two stocks: JJH and VMN. Stock JJH has an expected return of 18.00%

please answer the following question

1.There is a risky portfolio composed of two stocks: JJH and VMN.

Stock JJH has an expected return of 18.00% and a standard deviation of return 34.00%.

Stock VMN has an expected return of 13.00% and a standard deviation of return 19.00%.

The correlation coefficient the two stocks (in terms of their return histories) is .5.

The risk-free rate of return is 9.00%.

The proportion of the optimal risky portfolio that should be invested in stock VMN is approximately:

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