Question: Asset 1 Asset 2 Expected return 0.04 0.055 0.16 0.22 Standard deviation if correlation is 0.77 weight 1 = 40% weight 2 = 60% what
Asset 1 Asset 2 Expected return 0.04 0.055 0.16 0.22 Standard deviation if correlation is 0.77 weight 1 = 40% weight 2 = 60% what is the covariance what is the return of the portfolio what is the standard deviation of the portfolio
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