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Expected Standard Correlations Return Deviation A B A 11% 30% 1.0 0.3 B 9% 40% 0.3 1.0 Assume a portfolio of asset A and B.

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Expected Standard Correlations Return Deviation A B A 11% 30% 1.0 0.3 B 9% 40% 0.3 1.0 Assume a portfolio of asset A and B. Determine the weight in asset A, such that the total portfolio risk is minimized

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