Question: Stock Expected Return Standard Deviation A 8% 40% B 13% 60% Correlation = 1 What is the weighted of each stock? Could the risk free

Stock Expected Return Standard Deviation
A 8% 40%
B 13% 60%
Correlation = 1

What is the weighted of each stock? Could the risk free be greater than 10%? Please provide step-by-step calculation clearly. THanks

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