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# Portfolio 1 consists of two risky assets A and B with the following characteristics E(rA) = 18%, E(rB) = 17%, A = 18% GB = 15%, AB = cov(rA, rB) = 15% The weight of the risky portfolio A = 0.80. Portfolio 2 consists of two risky assets C and D with the following characteristics E(rC) = 19%, E(rD)

**Related Book For**

## Modeling the Dynamics of Life Calculus and Probability for Life Scientists

3rd edition

Authors: Frederick R. Adler

ISBN: 978-0840064189

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