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The expected returns and standard deviations of assets A and B are given as follows: In addition, assume that the two assets are perfectly negatively

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The expected returns and standard deviations of assets A and B are given as follows: In addition, assume that the two assets are perfectly negatively correlated. What is the weight of asset B in the risk-free portfolio that can be formed with the two assets? None of the other options 65% 87% 59%

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