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Asset 1 Asset 2 Expected return 0.07 0.13 Standard deviation 0.09 0.2 if correlation is 0.77 weight l = 40% weight 2 = 60% what

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Asset 1 Asset 2 Expected return 0.07 0.13 Standard deviation 0.09 0.2 if correlation is 0.77 weight l = 40% weight 2 = 60% what is the covariance what is the return of the portfolio what is the standard deviation of the portfolio

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