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The table above contains expected annual returns for funds A and B. Assuming that the risk free rate is 2.02% and that the correlation of

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The table above contains expected annual returns for funds A and B. Assuming that the risk free rate is 2.02% and that the correlation of returns between funds A and B is 0.2, calculate the weight of Fund A in the minimum-variance two-risky asset portfolio comprised of funds A and B. Note: Enter your answer in percentages rounded to the nearest one digit after the decimal point. For example, if the weight of Fund A is 15.437% or 0.15437, enter it as: 15.4

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