Question: Consider the following 2 risky assets: Expected Return Standard Deviation A 10% 40% B 12% 50% The correlations between all the assets are zeros. What

Consider the following 2 risky assets:

Expected Return Standard Deviation

A 10% 40%

B 12% 50%

The correlations between all the assets are zeros. What is the correlation between the 2 portfolios that have the following weights in these assets with the residual (if any) invested in the risk-free asset?

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