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Asset A has expected return of 8% and risk of 12%. Asset B has expected return 13% and risk of 20%. Construct an Excel table
Asset A has expected return of 8% and risk of 12%. Asset B has expected return 13% and risk of 20%. Construct an Excel table showing the portfolio return and risk by changing the portfolio weight changing from 0% to 100% in Asset B, with increment of 10%. Assuming the correlation coefficient between the two is -0.5, 0 and 0.7.
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