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Please explain on all point a to c.

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2. The correlation p between assets A and B is 0.1, and other data are given in Table 1. Table 1: Two Correlated Assets Assets A 10.0% 15% B 18.0% 30% (a) Find the proportions o of A and (1-a) of B that define a portfolio of A and B having minimum standard deviation. (b) What is the value of this minimum standard deviation? (c) What is the expected return of this portfolio?

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Math, Statistics and Probability

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