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You know the following information: Venetian Londonlnv Inc. rF (T-bill) Co. E(ret) 0.08 0.12 0.02 0.4 0.3 The two assets' covariance is -0.024. How much
You know the following information: Venetian Londonlnv Inc. rF (T-bill) Co. E(ret) 0.08 0.12 0.02 0.4 0.3 The two assets' covariance is -0.024. How much do you have to invest in Venetian Co. if you want to maximize your Sharpe ratio? o Provide your answer in percent, rounded to two decimals, omitting the % sign. Hint: You are looking for the weights in the ORP
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