Question: Solve please. The correlation between assets A and B is -1. Calculate the expected return of the minimum variance portfolio (standard deviation shoul be zero),

Solve please.

The correlation between assets A and B is -1. Calculate the expected return of the minimum variance portfolio (standard deviation shoul be zero), Express your answer as a decimal with four digits after the decimal point (e.g.4. 0.1234, not 12.34%)

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