Question: Security A has an expected return of 8% and a standard deviation of 8%. Security B a has an expected return of 10% and a

Security A has an expected return of 8% and a standard deviation of 8%. Security B a has an expected return of 10% and a standard deviation of 9.2%. The correlation coefficient between A and B is -1 ( perfectly negatively correlated) . if the standard deviation of the portfolio consisting of security a and b is 7.3%. what fraction of the total money has been invested in security b( assume short selling is allowed) show work please

The fraction of the total money has been invested in security B _____%

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