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The table above contains expected annual returns for funds A and B . Assuming that the risk free rate is 1 . 6 9 %

The table above contains expected annual returns for funds A and B.
Assuming that the risk free rate is 1.69% and that the correlation of returns
between funds A and B is 0.5, calculate the weight of Fund A in the minimum-
variance two-risky asset portfolio comprised of funds A and B.
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