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Diversification with 2 Risky Assets Suppose we have two assets, US and JP, with: mean volatility US E[r]=13.6% 0,=15.4% JP E[12]=15.0% 02=23.0% and with correlation

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Diversification with 2 Risky Assets Suppose we have two assets, US and JP, with: mean volatility US E[r]=13.6% 0,=15.4% JP E[12]=15.0% 02=23.0% and with correlation P12=27% If an investor holds w,=60% in the US and wz=40% in JP what is the mean and volatility of the portfolio

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