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The expected return for asset A is 7 . 0 0 % with a standard deviation of 7 . 0 0 % and the expected
The expected return for asset A is with a standard deviation of and the expected return for asset B is with a standard deviation
of
Based on your knowledge of efficient portfolios, fill in the blanks in the following table with the appropriate answers.
The minimum risk portfolio allocation to asset A within the portfolio for case II is Therefore, you are better off holding asset A in the portfolio, including a third asset in the mix, selling asset B short
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