Question: There are two assets. Asset 1's expected return and volatility are 10% and 18%; Asset 2's expected return and volatility are 8% and 18%. The

There are two assets. Asset 1's expected return and volatility are 10% and 18%; Asset 2's expected return and volatility are 8% and 18%. The return correlation between the two assets equals -0.5. what is the volatility of the minimum variance portfolio constructed using these two assets? Group of answer choices 10% 9% 7% 8%

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