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There are two assets with the following end - of - period distribution of returns: a ) In what proportion would you invest in the

There are two assets with the following end-of-period distribution of returns:
a) In what proportion would you invest in the two securities in order to minimize the variance of the portfolio?
b) What is the coefficient of correlation between the two securities?
c) Given the correlation coefficient, of what magnitude is the minimum variance expected to be?
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