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Stock Expected Return Standard Deviation A 8% 40% B 13% 60% Correlation = 1 What is the weighted of each stock? Could the risk free
Stock | Expected Return | Standard Deviation |
A | 8% | 40% |
B | 13% | 60% |
Correlation = 1 |
What is the weighted of each stock? Could the risk free be greater than 10%? Please provide step-by-step calculation clearly. THanks
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