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What is the variance of a portfolio with a weight of 0.07 on Asset 1 and 1-0.07 on Asset Two? Asset 1 has an expected

What is the variance of a portfolio with a weight of 0.07 on Asset 1 and 1-0.07 on Asset Two? Asset 1 has an expected return of 0.08 and a standard deviation of 0.01 Asset 2 has an expected return of 0.25 and a standard deviation of 0.21 The correlation coefficient between Assets 1 and 2 is 0.67

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