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8. You wish to form a portfolio from two assets with the following attributes: E(R1) = 0.04; 01 = 0.04; E(R2) = 0.08; 02 =

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8. You wish to form a portfolio from two assets with the following attributes: E(R1) = 0.04; 01 = 0.04; E(R2) = 0.08; 02 = 0.12; and 01,2 = 0.0048. Assume short selling is allowed, and you can lend or borrow unlimited amounts at the risk-free rate, what is the E(Rp) of the minimum risk portfolio

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