What is the correlation and weights in each asset

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Reference no: EM131870660

(1) ñA,B = +1, (2) ñA,B = - 1, and (3) ñA,B = 0. For example, in case (1) ñA,B = +1, XA MVP = 0, E[RP MVP ] = 4, and the standard deviation of the minimum risk portfolio is 2. Is there another value of ñA,B such that the minimum risk portfolio is 100% in asset A or B? If yes, what is the correlation, the weights in each asset, and the mean and standard deviation of the resulting portfolio? If not, why not?

Reference no: EM131870660

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