Assume a portfolio that consists of two assets, K and P. The volatility of these assets are 14.94% and 24.29%, respectiv

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answerhappygod
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Assume a portfolio that consists of two assets, K and P. The volatility of these assets are 14.94% and 24.29%, respectiv

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Assume a portfolio that consists of two assets, K and P. Thevolatility of these assets are 14.94% and 24.29%, respectively.Portfolio allocation is 75% in asset K and 25% in asset P. Find thecorrelation between assets K and asset P that would produceportfolio volatility at the level of 33%.
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