Question: Please explain formulas and concepts 7) There are two assets with different volatilities respectively: 2% for asset A and 3% for asset B. The correlation

Please explain formulas and concepts 7) There are two assets with

Please explain formulas and concepts

7) There are two assets with different volatilities respectively: 2% for asset A and 3% for asset B. The correlation coefficient between two assets is 0.5 . To achieve the total variance of 20% using these two assets, how much weight do you need to allocate to asset A and asset B

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