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rf = 0.03 rA = 0.07, Standard deviation = 0.11 rB = 0.04, standard deviation = 0.14 Correlation between the two assets is 0.5 What

rf = 0.03

rA = 0.07, Standard deviation = 0.11

rB = 0.04, standard deviation = 0.14

Correlation between the two assets is 0.5

What are the optimal weights in terms of an optimal portfolio?

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