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The optimal proportions of stock 1 and stock 2 in the tangency portfolio are 0.5 and 0.2 , respectively. The percentage weight of stock 1

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The optimal proportions of stock 1 and stock 2 in the tangency portfolio are 0.5 and 0.2 , respectively. The percentage weight of stock 1 in the tangency portfolio is closest to Select one: a. 49.2% b. 87.4% c. 28.6% d. 71.4%

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