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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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