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Two assets' correlation is 0.1. The first has expected return of 9% and standard deviation of...

Two assets' correlation is 0.1. 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. (Provide your answer in percent rounded to two decimals omitting the % sign)

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Please upvote if the ans is helpful. In case of doubt,do comment.Thanks.

jeff jeffy answered 1 year ago
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