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You are constructing a portfolio of two stocks A and B out of the many stocks available in the securities market. The characteristics of these

You are constructing a portfolio of two stocks A and B out of the many stocks available in the securities market. The characteristics of these stocks are:

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Stock Expected Return Standard Deviation A 12% 15% B 8% 10% Correlation Between A and B = -1 Suppose it is possible to borrow at the risk-free rate Rf, what is the value of the risk-free rate

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