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There are 3 assets: Asset Expected return Stadard deviation A A 3% 0% B 7% 12% 15% 15% You are a portfolio manager and your

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There are 3 assets: Asset Expected return Stadard deviation A A 3% 0% B 7% 12% 15% 15% You are a portfolio manager and your risk-management department requires you to keep exactly 50% of your assets in the risk-free asset A. Your goal is to have 7% expected return on your aggregate portfolio. What are your portfolio allocations to assets A, B, and C

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