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Your optimal risky portfolio formed with the two stocks above (A and B) has an expected return of 19% and a standard derivation of 32%.

Your optimal risky portfolio formed with the two stocks above (A and B) has an expected return of 19% and a standard derivation of 32%. The risk-free rate is 4% and you have a risk-aversion parameter of 3.

What is the proportion of your investment in A, B and the risk-free asset, respectively, in your final portfolio?

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