You are given two assets with the following statistics. Determine the makeup of the market (tangency)...
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You are given two assets with the following statistics. Determine the makeup of the market (tangency) portfolio if the risk-free rate is 0.02. The correlation coefficient of the returns for these two stocks is 0.2. Stock Expected return Variance of return X 0.04 0.5 Y 0.09 0.2 You are given two assets with the following statistics. Determine the makeup of the market (tangency) portfolio if the risk-free rate is 0.02. The correlation coefficient of the returns for these two stocks is 0.2. Stock Expected return Variance of return X 0.04 0.5 Y 0.09 0.2
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