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(20 points) Asset A has an expected return of 15% and a standarddeviation of 30%. Asset B has an expected return of 10% and astandard
(20 points) Asset A has an expected return of 15% and a standarddeviation of 30%. Asset B has an expected return of 10% and astandard deviation of 15%. The correlation between the two assetsis 0.( 2 answers
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Derivatives Markets
Authors: Rober L. Macdonald
4th edition
321543084, 978-0321543080
