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You are considering investing in 2 assets. A asset has an expected return of 1 5 % and standard deviation of 3 2 % .

You are considering investing in 2 assets. A asset has an expected return of 15% and
standard deviation of 32%. B asset has an expected return of 9% and standard deviation of 23%. The correlation between A and B is 0.15.
a. What is the covariance between A and B?
b. What is the weight of A and B in the minimum variance portfolio?
c. What is the expected return and variance of the minimum variance portfolio?

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