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There are two assets A and B. The risk-free rate is 5%. Assets A and B have correlation of 0.625. What is the expected return

There are two assets A and B. The risk-free rate is 5%. Assets A and B have correlation of 0.625. What is the expected return and standard deviation of a portfolio consisting of A and B that would maximise the Sharpe ratio?

	E(Return)	Std Dev
A	0.08	0.2
B	0.13	0.4

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