Question: Here are two assets both offer an 8% return and 20% standard deviation. The correlation between these two assets is -0.5. What is the expected
Here are two assets both offer an 8% return and 20% standard deviation. The correlation between these two assets is "-0.5". What is the expected return of a portfolio that contains 50% of each asset? What is the two assets correlation is +0.5, then what is the expected return of a portfolio that contains 50% of each
8%; 20%
8%; 4%
8%; 8%
8%; 10%
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