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Problem 2: - You can form a portfolio of two assets, A and B, whose returns have the following characteristics: - If you demand an

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Problem 2: - You can form a portfolio of two assets, A and B, whose returns have the following characteristics: - If you demand an expected return of 17%, what are the portfolio weights? (In other words, what percentage would you invest in Stock A and what percentage would you invest in Stock B?) What is the portfolio's standard deviation? (6 Points)

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