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You want your portfolio of 2 securities to be located in the Minimum Variance Point. Security 1 has a standard deviation of 22%; security 2

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You want your portfolio of 2 securities to be located in the Minimum Variance Point. Security 1 has a standard deviation of 22%; security 2 a standard deviation of 28%. The covariance between the 2 securities is equal to 0.01408 . How much of your wealth do you need to allocate to Security 1 and to Security 2

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