Question: help! Drew can design a risky portfolio based on two risky assets, Origami and Gamiori. Origami has an expected return c 13% and a standard
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Drew can design a risky portfolio based on two risky assets, Origami and Gamiori. Origami has an expected return c 13% and a standard deviation of 20%. Gamiori has an expected return of 6% and a standard deviation of 10%. The correlation coefficient between the returns of Origami and Gamiori is -0.20 (negative 0.20 ). The risk-free rate of return is 2%. Among all possible portfolios constructed from Origami and Gamiori, what is the lowest standard deviation? 15.72% 24.14% 8.14% 11.60%
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