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The information about asset X and Y are given as follows: Asset Expected Return Standard Deviation 10% 4% Y 15% 11% Correlation = -1 If

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The information about asset X and Y are given as follows: Asset Expected Return Standard Deviation 10% 4% Y 15% 11% Correlation = -1 If it is possible to borrow at the risk-free rate, rf, calculate the following: Weight of Stock A: % (Round to two decimals) Weight of Stock B: % (Round to two decimals) Risk free rate: % (Round to two decimals)

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