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Question 18 1/1 pts You have the following information: stock A stock B risk-free return 15% 12% 2% Var 50% 19% o COV - 10%
Question 18 1/1 pts You have the following information: stock A stock B risk-free return 15% 12% 2% Var 50% 19% o COV - 10% Compute the tangent portfolio. What is the weight of A in such portfolio? (use decimals and approximate to the nearest two decimals). 0.36 rs O (with margin: 0) 0 (with margin: 0) 0.3551 (with margin: 0.03) O (with margin: 0) Question 18 1/1 pts You have the following information: stock A stock B risk-free return 15% 12% 2% Var 50% 19% o COV - 10% Compute the tangent portfolio. What is the weight of A in such portfolio? (use decimals and approximate to the nearest two decimals). 0.36 rs O (with margin: 0) 0 (with margin: 0) 0.3551 (with margin: 0.03) O (with margin: 0)
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