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7 . Fund A Fund B Expected Ret. E ( r ) 1 5 . 5 % . 1 0 . 8 % Standard Deviation
Fund A Fund B
Expected Ret. Er
Standard Deviation
The table above contains expected annual returns for funds A and B Assuming that the risk free rate is and that the correlation of returns between funds A and B is calculate the expected return of the minimum variance tworisky asset portfolio comprised of funds A and B
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