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Suppose you have two assets A and B with: A = 0.08, A = 0.2, and B = 0.12, B = 0.4. The correlation is

Suppose you have two assets A and B with: A = 0.08, A = 0.2, and B = 0.12, B = 0.4. The correlation is = 0.25. Calculate the (,)- combination of the minimum variance portfolio

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