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You have two assets. Asset E(R) volatility 10.6% A 9.55% 14.88% 25.9% B correlation -0.8 You create a complete portfolio with both assets, by investing

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You have two assets. Asset E(R) volatility 10.6% A 9.55% 14.88% 25.9% B correlation -0.8 You create a complete portfolio with both assets, by investing 54% in asset A. What is the variance of this portfolio? Enter you answer with 4 decimals. (NOTE, this is not a percentage, do not multiply by 100)

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