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For assets A and B we know the following: E(RA = 0.10, E(RB) = 0.10, Var(RA) = 0...
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For assets A and B we know the following: E(RA = 0.10, E(RB) = 0.10, Var(RA) = 0.18, Var(RB) = 0.36 and the correlation of the returns is 0.6. What is the variance of the return of a portfolio that is equally invested in the two assets?
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