Question: Two assets' correlation is -0.2. The first has expected return of 9% and standard deviation of 16%, the second has expected return of 13% and

Two assets' correlation is -0.2. The first has expected return of 9% and standard deviation of 16%, the second has expected return of 13% and standard deviation of 20%.

Calculate the minimum amount of risk (standard deviation) you'll need to take if investing in these two assets...

You are creating a portfolio of two stocks.Both stocks have E(r)=8% and standard deviation of 30%. The two stocks' correlation is -0.6.Calculate the percentage increase in the Sharpe ratio of a portfolio containing each stock in 50%-50% ratio compared to the Sharpe ratio of investing in only one of the stocks! The risk free rate is 2%. (Provide your answer in percent rounded to two decimals, omitting the % sign.)

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