Question: Question 2 Suppose you plan to create a portfolio with two securities: A and B. A has an expected return of 30% with a standard

Question 2 Suppose you plan to create a portfolio with two securities: A and B. A has an expected return of 30% with a standard deviation of 12%. B has an expected return of 20% with a standard deviation of 6%. The correlation between the returns of these two securities is perfectly negative. What percentage of your investment should be in A to make the portfolio risk free? What would be the expected return on the portfolio

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