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Copy of Suppose you have two assets with volatilities 50% and 40%, and correlation 0.6 between their returns. What is the weight of the second

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Copy of Suppose you have two assets with volatilities 50% and 40%, and correlation 0.6 between their returns. What is the weight of the second asset in the minimum variance portfolio? (Nearest 0.01. Weights of both assets sum to one)

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