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The correlation between Asset A and Asset B is 1. Calculate the expected return of the minimum variance portfolio. Express your answer as a decimal
The correlation between Asset A and Asset B is 1. Calculate the expected return of the minimum variance portfolio. Express your answer as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%).
Asset | Expected Return | Standard Deviation |
A | 0.08 | 0.3 |
B | 0.14 | 0.2 |
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