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Q15. (Investments) (5 Points) In a two-assets equal weighted allocation problem, what's the portfolio volatility if the return correlation between asset 1 and asset 2

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Q15. (Investments) (5 Points) In a two-assets equal weighted allocation problem, what's the portfolio volatility if the return correlation between asset 1 and asset 2 is -1, 0 or 1? (Assume asset 1's volatility is 0.2, asset 2's volatility is 0.3)

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