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Tenemos la siguiente informacin para dos activos: La correlacin entre los dos activos es -0.5 . Un portafolio consiste en 16% del activo A y

Tenemos la siguiente informacin para dos activos: La correlacin entre los dos activos es -0.5 . Un portafolio consiste en 16% del activo A y 84% del activo B. Hay un portafolio de los dos activos ms eficiente que tiene la misma volatilidad. Determina la proporcin de ese portafolio invertido en el activo A.

image text in transcribed \begin{tabular}{|c|c|c|} \hline Activo & Rendimiento Esperado & Volatilidad \\ \hline A & 0.2 & 0.3 \\ \hline B & 0.1 & 0.2 \\ \hline \end{tabular}

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