Question: Asset 2 Asset 1 0.13 0.08 Expected return 0.2 0.16 Standard deviation if correlation is 0.4 weight 1 = 40% weight 2 = 60% what

Asset 2 Asset 1 0.13 0.08 Expected return 0.2 0.16 Standard

Asset 2 Asset 1 0.13 0.08 Expected return 0.2 0.16 Standard deviation if correlation is 0.4 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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