Describe the weights of new position

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You hold 20% of your equity in stock A, 15% of your equity in stock B, and 65% of your equity in stock C. You rebalance and create a new position with 7.5% of your equity in stock B. Your new position has the same Sharpe ratio as your original position. Describe the weights of your new position.

Reference no: EM133073824

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