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Stock A has an expected return of 19% and a standard deviation of 33%. Stock B has an expected return of 10% and a standard
Stock A has an expected return of 19% and a standard deviation of 33%. Stock B has an expected return of 10% and a standard deviation of 18%. The risk-free rate is 3.6% and the correlation between Stock A and Stock B is 0.4. Build the optimal risky portfolio of Stock A and Stock B. What is the expected return on this portfolio
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