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Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are as follows: Stock Expected Return

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Suppose that there are many stocks in the security market and that the characteristics of stocks A and B are as follows: Stock Expected Return Standard Deviation A 10% 5 B 15% 10 Correlation = -1 Suppose that it is possible to borrow at the risk-free rate, Rf. What must be the value of the risk-free rate

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