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Suppose you have the following data on two risky assets: E[R1] = .17 01 = .25 E[R2] =.10 02:.12 You plan to put 60% of

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Suppose you have the following data on two risky assets: E[R1] = .17 01 = .25 E[R2] =.10 02:.12 You plan to put 60% of your wealth in asset 1 and 40% of your wealth in asset 2. Calculate the mean and the standard deviation of the resulting portfolio for values of the correlation equal to 1, 0, 0.2, 0.5 and 1. What is the maximum value of the standard deviation of the portfolio, and why

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