Question: Consider two assets 1 and 2 . The mean return of asset 1 is equal to 0 . 1 and the standard deviation of return

Consider two assets 1 and 2. The mean return of asset 1 is equal to 0.1 and the standard deviation of return is 0.15. The mean return of asset 2 is equal to 0.1 and the standard deviation of return is 0.3. The correlation coefficient between the two assets return is 0.2.

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