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College Of Charleston Operations And Supply Chain Management Assignment Help - An investor

Question - An investor can design a risky portfolio based on two stocks, A and B. Stock A has an expected return of 23% and a standard deviation of return of 20%. Stock B has an expected return of 14% and a standard deviation of return of 6%. The correlation coefficient between the returns of A and B is .32. The risk-free rate of return is 8%. The proportion of the optimal risky portfolio that should be invested in stock A is __________. 37% 25% 30% 15%

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