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Asset K has an expected return of 18 percent and a standard deviation of 33 percent....

Asset K has an expected return of 18 percent and a standard deviation of 33 percent. Asset L has an expected return of 6 percent and a standard deviation of 17 percent. The correlation between the assets is 0.42. What are the expected return and standard deviation of the minimum variance portfolio?

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jeff jeffy answered 1 year ago
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