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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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    https://brainmass.com/business/accounting/dode-brinker-maximum-minimum-portfolio-standard-deviation-6880

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