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You are interested in an International Portfolio made up of US and Korean securities. The return on US is 12% and the return on Korea

You are interested in an International Portfolio made up of US and Korean securities. The return on US is 12% and the return on Korea is 15%. The standard deviation of returns for US is 9% while that of Korea is 14%. If the correlation between US and Korea is -1, obtain the relevant weights for US and Korea to construct an international portfolio with zero risk.

Compute the expected return on such a portfolio.

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