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02= Suppose you can invest in asset 1 with M1 = 0.1, 01 = 0.3 and asset 2 with 12 = 0.2, 0.5, with correlation

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02= Suppose you can invest in asset 1 with M1 = 0.1, 01 = 0.3 and asset 2 with 12 = 0.2, 0.5, with correlation p=0.2. You can also invest in the risk free asset with return R=0.05. (a) (15 pts) Find the portfolio with minimal variance for the given mean return x = 0.2

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