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You have the following information: stock A stock B risk-free return 0.21 0.30 0.00 variance 0.19 0.17 0 cov(A,B) 0.08 Compute the optimal combination between

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You have the following information: stock A stock B risk-free return 0.21 0.30 0.00 variance 0.19 0.17 0 cov(A,B) 0.08 Compute the optimal combination between stock A and stock B. Write down the weight of A (use decimals and round to the nearest 3 decimals)

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