Question: 3 Question 3 Given generic asset 1, with expected return and risk 01, and generic asset 2, with expected return My and risk 02, let

3 Question 3 Given generic asset 1, with expected return and risk 01, and generic asset 2, with expected return My and risk 02, let 01,2 be the covariance between the two assets. 1. Derive the formulas for a generic proper portfolio of expected return and risk as a function of asset 1 weight op 2. if the proper portfolio has an expected return of 0.15. what is the proportion invested in asset 1

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