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Problem on two risky funds

Question:

In a world of two risky funds: A stock fund with an expected return of 12% and a standard deviation of 10% and a bond fund with an expected return of 8% and a standard deviation of 6%. Plot the efficient frontier given that the covariance is -0.006.

Bonus question: Given the information in 4 above, what should be the risk free rate in such a world?

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Finance Basics: Problem on two risky funds

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