Question: There are two assets with different volatilities respectively: 2 % for asset A and 3 % for asset B . The correlation coefficient between two

There are two assets with different volatilities respectively: 2% for asset A and 3% for asset B. The correlation coefficient between two assets is -0.25. 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?
There are two assets with different volatilities respectively: 2% for asset

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