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The correlation rho between assets A and B is 0.1, and other data are given in Table below. Find the proportions a of A and

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The correlation rho between assets A and B is 0.1, and other data are given in Table below. Find the proportions a of A and (1 - alpha) of B that define a portfolio of A and B having minimum standard deviation. What is the value of this minimum standard deviation? What is the expected return of this portfolio

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