Two risky assets: A and B. The expected return for A is 10% and for B 30%. The variance for returns for A is 400(%2) and for B is 3600(%2). The covariance between A and B returns is -0.05. T-bills give a return of 5% with a standard deviation of 0%. The investor has a risk aversion index, A=5.0. Show all work.    1. calculate the correlation between A and B

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