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There are three risky assets in the economy (`A', `B', and `C') that are all uncorrelated with each other. The riskless rate for borrowing and

There are three risky assets in the economy (`A', `B', and `C') that are all uncorrelated with

each other. The riskless rate for borrowing and lending is 4%. The table below summarizes

the information for each stock regarding its expected return and variance:

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