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Stock X has an expected return of 2% and a standard deviation of return of 5%. Stock Y has an expected return of 11% and

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Stock X has an expected return of 2% and a standard deviation of return of 5%. Stock Y has an expected return of 11% and a standard deviation of return of 18%. The correlation coefficient between the returns of X and Y is 1 . The risk-free rate of return is 4%. What is the proportion of the optimal risky portfolio that should be invested in stock X ? Multiple Choice .06 0 19 .37

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