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Question 6 20 pts You have two assets. Asset E(R) 9.73% 11.28% volatility 18% A B 25.2% correlation -0.7 You create a complete portfolio with

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Question 6 20 pts You have two assets. Asset E(R) 9.73% 11.28% volatility 18% A B 25.2% correlation -0.7 You create a complete portfolio with both assets, by investing 45% in asset A. What is the variance of this portfolio? Enter you answer with 4 decimals. (NOTE, this is not a percentage, do not multiply by 100)

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