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The expected return on stocks A and B are 20%, and 30%, respectively. The standard deviation of stocks A and B are 20%, and 40%,

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The expected return on stocks A and B are 20%, and 30%, respectively. The standard deviation of stocks A and B are 20%, and 40%, respectivley. The correlation coefficient between the two stocks is negative one. You plan to form a portfolio from stocks A and B that will yleld zero risk. What proportions of your money will you invest in stock A? Multiple Choice 12 2/3 1/4 1/3

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