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(15 points) Consider two assets, A and B. The correlation of returns between asset A and B is equal to zero. Starting with the formula

(15 points) Consider two assets, A and B. The correlation of returns between asset A and B is equal to zero. Starting with the formula for the variance of a portfolio composed of the two assets, derive an expression for the weight placed in asset A and the weight placed in asset B for the minimum risk portfolio.

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