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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
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. What is the covariance between A and B? What is the weight of A and B in the minimum variance portfolio? What is the expected return and variance of the minimum variance portfolio?
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