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1, Var[X2] = 2, and 2. Suppose there are 2 assets with return Xi and X2. We know that Var[X1] Cou(X1, X2) = = 1.

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1, Var[X2] = 2, and 2. Suppose there are 2 assets with return Xi and X2. We know that Var[X1] Cou(X1, X2) = = 1. What is the portfolio that minimizes the risk

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