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The variance of A is 0.15, the variance of B is 0.45. The correlation between A and B is -0.76. The return of A is

The variance of A is 0.15, the variance of B is 0.45. The correlation between A and B is -0.76. The return of A is 0.25 and the return of B is 0.36. If we construct a portfolio that invests 0.15 in A and the rest in B, compute the return of the portfolio.

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