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Suppose Assets 1 and 2 have expected returns and standard deviations as follows: Expected Return 20% 10% Standars Deviation 20% 16% Asset Also, suppose that

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Suppose Assets 1 and 2 have expected returns and standard deviations as follows: Expected Return 20% 10% Standars Deviation 20% 16% Asset Also, suppose that the correlation between the returns of the two assets is 0.5. Compute the weights of the minimum variance portfolio

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