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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 assets. A asset has an expected return of and
standard deviation of B asset has an expected return of and standard deviation of The correlation between A and B is
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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