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Q. AAPL has an expected return of 18% and a standard deviation of return of 20%. AMZN has an expected return of 14% and a
Q. AAPL has an expected return of 18% and a standard deviation of return of 20%. AMZN has an expected return of 14% and a standard deviation of return of 5%. The correlation coefficient between the returns of A and B is 0.50. The risk-free rate of return is 10%. The proportion of the optimal risky portfolio that should be invested in stock AAPL is __________.
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