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Risky Asset E: Expected return is 10% and Variance for return is 400(%^2) Risky Asset D: Expected return is 30% and Variance for return is
Risky Asset E: Expected return is 10% and Variance for return is 400(%^2)
Risky Asset D: Expected return is 30% and Variance for return is 3600(%^2)
Covariance between Risky Asset E and D are -0.05.
1. What is the correlation coefficient between the two risky assets?
2. What is the portfolio return and standard deviation for the global minimum variance portfolio of the two risky assets?
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