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Mathematics, 07.10.2019 16:30 DEJAHHARRIS6055

Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, rƒ. the characteristics of two of the stocks are as follows: stock expected return standard deviation a 8 % 55 % b 4 % 45 % correlation = –1 a. calculate the expected rate of return on this risk-free portfolio?

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