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There are two risky securities available to trade, X and Y. Security X has an expected return of 10% and volatility of 15%. Security Y
There are two risky securities available to trade, X and Y. Security X has an expected return of 10% and volatility of 15%. Security Y has an expected return of 15% and volatility of 20%. The correlation of the securities' returns is 1. What is the volatility of the minimum variance portfolio that you can construct from these two securities?
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