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Asset 1 Asset 2 Expected return 0.08 0.045 Standard deviation 0.1 0.23 if correlation is -0.7 weight 1 = 40% weight 2 = 60% what
Asset 1 Asset 2 Expected return 0.08 0.045 Standard deviation 0.1 0.23 if correlation is -0.7 weight 1 = 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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