Assuming the correlation between the annual returns is indeed zero, what would be the optimal asset allocation?

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Assuming the correlation between the annual returns is indeed zero, what would be the optimal asset allocation? What should be Greta’s capital allocation?

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Investments

ISBN: 978-0071338875

8th Canadian Edition

Authors: Zvi Bodie, Alex Kane, Alan Marcus, Stylianos Perrakis, Peter

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