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Problem 2: Given that assets X and Y are perfectly correlated such that Y-2X and the probability distribution for X is: Probability | Rx (%)

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Problem 2: Given that assets X and Y are perfectly correlated such that Y-2X and the probability distribution for X is: Probability | Rx (%) 0.1 30 0.2 0.4 0.2 10 0.1 -50 2015 What is the percentage of your wealth to put into asset X to achieve zero variance? a. b. Graph the opportunity set and the zero variance portfolio

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