Question: 8. Consider a portfolio containing assets A and B (with bia - 1.5 and 61,8=0.5). Xi and X2 are the fractions of wealth invested in

8. Consider a portfolio containing assets A and B (with bia - 1.5 and 61,8=0.5). Xi and X2 are the fractions of wealth invested in Asset A and Asset B, respectively. If the systematic risk is zero, what is the value of x2

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