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You are given the following information: The covariance between these returns is 16%2. The risk-free rate is 6%. 5. Can you decide which of the

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You are given the following information: The covariance between these returns is 16%2. The risk-free rate is 6%. 5. Can you decide which of the following two possibilities I would prefer to hold? 1 (a) Some combination of A with Rf (I get to choose the particular combination) or (b) Some combination of B with Rf (I get to choose the particular combination)

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