Question: show work 3. Two assets have expected returns and standard deviations as follows: Asset Expected Return Standard Deviation A 11 8 B 16 10 These

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3. Two assets have expected returns and standard deviations as follows: Asset Expected Return Standard Deviation A 11 8 B 16 10 These assets are perfectly negatively correlated. What is the minimum standard deviation that can be obtained by combining assets A and B in a portfolio? Prove in words or mathematically

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