Question: Problem 1. Given two assets with the following characteristics: E(R) = 0.12 0 = 0.04 E(R) = 0.16 02 = 0.06 : Assume that r1,2

Problem 1. Given two assets with the following characteristics: E(R) =

Problem 1. Given two assets with the following characteristics: E(R) = 0.12 0 = 0.04 E(R) = 0.16 02 = 0.06 : Assume that r1,2 = -1.00. What is the weight that would lead to a zero variance for the portfolio

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