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QUESTION 1 In a portfolio comprised of two risky assets (A and B) it is possible to obtain a riskless portfolio if the assets have

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QUESTION 1 In a portfolio comprised of two risky assets (A and B) it is possible to obtain a riskless portfolio if the assets have a correlation coefficient of -1.0. If w is the proportion invested in Asset A, how should w be set so as to obtain a riskless portfolio

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