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Consider that you have three assets available to invest in and you are reviewing the following information regarding these assets: Asset A Expected return

 

Consider that you have three assets available to invest in and you are reviewing the following information regarding these assets: Asset A Expected return 0.2 0.1 0.09 Variance 0.04 0.16 0.1 Correlation A B A 0.5 1 -0.3 -0.2 1

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