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Suppose that there are many stocks in the security's market and that the characteristics of security A and B are given as follow: 4. Expected

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Suppose that there are many stocks in the security's market and that the characteristics of security A and B are given as follow: 4. Expected return Standard deviation Stock A | 1096 Stock B | 18% 7% 15% Correlation coefficient between return of stock A and B is -1. Assume that you can borrow and lend at a risk-free rate of r. What must be the value of the risk-free rate

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