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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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