Question: 3. Two assets have expected returns and standard deviations as follows: Asset Expected Return Standard Deviation A 10 B 16 11 These assets are perfectly

3. Two assets have expected returns and standard deviations as follows: Asset Expected Return Standard Deviation A 10 B 16 11 These assets are perfectly negatively correlated. What is the minimum standard deviation that can be obtained by combining assets A and B in a portfolio? Prove with words or show with equations. Hint- this question should take you less than five minutes (max)

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