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You combine two assets in equal proportions. If both assets have the same variance, what is the correlation coefficient between the assets when: (i) (

You combine two assets in equal proportions. If both assets have the same variance, what is the correlation coefficient between the assets when:

(i) (2 points) the resulting portfolio has a variance equal to 1/5 of the variance of anyone of the assets? Show your calculations!

(ii) (2 points) the resulting portfolio has a variance equal to zero? Show your calculations!

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