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You are given the following information: Stock Expected return (in %) (in %) A 10 10 B 5 5 The covariance between these returns is
You are given the following information: Stock Expected return (in %) (in %) A 10 10 B 5 5 The covariance between these returns is 16%2 . The risk-free rate is 6% (b) Which portfolio of A and Rf has: i. An expected return of 10% ii. An expected return of 7.5% iii. A standard deviation of 7.5%
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