Question: You have $ 5 0 , 0 0 0 to invest. You've done some security analysis and generated the following data for two stocks and

You have $50,000 to invest. You've done some security analysis and generated the following data for two stocks and Treasury bills:
Security Stock A Stock B T-bills
Expected return (%)1282
Variance 0.040.01690
Correlation with stock A 10.30

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