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Dode Brinker: maximum and minimum portfolio standard deviation

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Dode Brinker own a portfolio of two securities with the following expected returns, standard deviation, and weights

Security--Expected return--Standard deviation--Weight
A 10% 20% .35

B 15% 25 .65

What correlation between the two securities produces the maximum portfolio standard deviation? What correlation between the two securities produces the minimum portfolio standard deviation. Show calculation

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