Minimum standard deviation portfolio

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Given a pair of assets with different standard deviations, the minimum variance portfolio is defined as the portfolio that has the lowest variance among all possible portfolios. Similarly, given a pair of assets with different standard deviations, the minimum standard deviation portfolio is defined as the portfolio that has the lowest standard deviation among all possible portfolios. Under what conditions the minimum variance portfolio and the minimum standard deviation portfolio would be different?

Reference no: EM133112805

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