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we have two assets (asset 1 and 2) and the standard deviation and the covariance of these assets are as follows: std for asset 1:

we have two assets (asset 1 and 2) and the standard deviation and the covariance of these assets are as follows:

std for asset 1: 4% std for asset 2: 3% covariance for asset 1&2: 3

Q. consider the portfolio that invests the same amount in asset 1 and 2. What is the variance of this portfolio?

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