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Please help! Show the detailed work pls. Thank you so much ! Consider the correlation of asset B and Eis -0.25. Asset B has an

image text in transcribedPlease help! Show the detailed work pls. Thank you so much !

Consider the correlation of asset B and Eis -0.25. Asset B has an expected rate of return of 13% and a standard deviation of 22%. Asset E has an expected rate of return of 10% and a standard deviation of 16%. The weights of B and E in the global minimum variance portfolio are and , respectively. 20 points

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