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Consider a portfolio with two assets, asset 1 and asset 2. Asset 1 has expected return 1 and standard deviation of returns 1 . Asset

Consider a portfolio with two assets, asset 1 and asset 2. Asset 1 has expected return 1 and standard deviation of returns 1. Asset 2 has expected return 2 and standard deviation of returns equal to zero. Derive the mathematical formula that describes the mean-variance frontier between the two assets.

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