Question: Consider two risky assets A and B with E(TA)= 15%, E(TB)= 9%, sigma_A=0.32, sigma_B= 0.23, corr= 0.15. If you wan to create a portfolio with

Consider two risky assets A and B with E(TA)= 15%, E(TB)=

Consider two risky assets A and B with E(TA)= 15%, E(TB)= 9%, sigma_A=0.32, sigma_B= 0.23, corr= 0.15. If you wan to create a portfolio with expected return of 12%. Your portfolio weight in Asset A (WA) should be Select one: a. 40% O b. 30% c. 50% O d. 25%

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