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Stock G is going to generate 35% return and stock H is going to generate 65% return if the economy enters a boom, while stock

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Stock G is going to generate 35% return and stock H is going to generate 65% return if the economy enters a boom, while stock G is going to generate -15% return and stock H is going to generate -45% return if the economy enters a recession. The boom state is one-and-one-half times as likely as the recession state. The risk-free rate is 3%, while the risk premium of the market portfolio is 6%. You are planning to set up a portfolio of these two securities with a beta of 2.3. Assuming that these two securities are fairly priced according to the CAPM, what should be their weights in the portfolio

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