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assume the following rerturn and volatility information for two assets A and B Asset A return 6% Standard deviation 10% Assets B Return 12% Standard
assume the following rerturn and volatility information for two assets A and B
Asset A return 6% Standard deviation 10%
Assets B Return 12% Standard Deviation- 20%
assuming you build an equally weighed portfolio of these two assets, calculate the return and standard deviation of the portfolio for the following
a) A and B are perfertly correlated assets
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