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Suppose Stock A has a return of 10% and standard deviation of 20% and Stock B has a return of 15% and standard deviation of

Suppose Stock A has a return of 10% and standard deviation of 20% and Stock B has a return of 15% and standard deviation of 30%. The correlation between stock A and B is 1. Draw the efficient frontier for these two stocks. Is there an arbitrage opportunity? If so, what restriction would eliminate the arbitrage?

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