Question: Consider the data provided in the table below for a portfolio of assets A and B. The portfolio weights and variances are given in the

Consider the data provided in the table below for a portfolio of assets A and B. The portfolio weights and variances are given in the table. The variances are expressed in decimal form. For example, if the standard deviation is 50%, then the variance is 0.52 = 0.25

Asset A Asset B

Portfolio Weights 0.2 0.8

Variances 0.01 0.81

Standard Deviation0.1 0.9

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