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You want to optimize a portfolio composed of 3 assets. These are assets A, B and C. Asset C is risk free. Assets A and

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You want to optimize a portfolio composed of 3 assets. These are assets A, B and C. Asset C is risk free. Assets A and B have a 8 of 1.2 and 0.8, respectively. Assume the risk free rate is 2% and the market portfolio return is 10% 2. (8 points) Using the information from the previous points, what is the expected return of a portfolio if you invest 20%, 30%, and 50% in assets A, B. and C. respectively

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