Question: D Question 8 Given the returns, risk, and correlation: E(r) a PSB Portfolio S 0.16 0.24 -0.14 Portfolio B 0.095 0.12 Risk-free 0.07 What is

D Question 8 Given the returns, risk, and correlation: E(r) a PSB Portfolio S 0.16 0.24 -0.14 Portfolio B 0.095 0.12 Risk-free 0.07 What is the expected return for the optimal portfolio? 0.1121 O 0.1234 0 0.1172 O 0.1034 0 0.0963 Previous Quiz sav O Search

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