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There are two risky assets, and their volatilities are 8% (Asset 1) and 24% (Asset 2). Their return correlation is -1 . The expected return

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There are two risky assets, and their volatilities are 8% (Asset 1) and 24% (Asset 2). Their return correlation is -1 . The expected return on Asset 1 is 3.970%. The risk-free rate of the economy is (generously) 5.5%. Assuming arbitrage opportunities do not exist, what is the expected return on Asset 2 in percentage points (rounded to 1 decimal place)

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