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Your portfolio consists of two assets with Sigma1 = 20%, Sigma2 = 15%, and the correlation = 50%. What is the share of the first

Your portfolio consists of two assets with Sigma1 = 20%, Sigma2 = 15%, and the correlation = 50%. What is the share of the first asset in the minimum variance portfolio? (Enter as %.) [Hint: Sigma represents the standard deviation of returns.]

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