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The universe of available securities includes two risky stock funds, A and B and T-Bills. The data for the universe are as follows: Expected Return

The universe of available securities includes two risky stock funds, A and B and T-Bills. The data for the universe are as follows:

Expected Return Standard Deviation
A 10% 20%
B 30% 60%
T-Bills 5% 0%

The correlation coefficient between funds A and B is -0.2

a) Draw the opportunity Set of funds A and B

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