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alpha: Asset 1: 0,016; Asset 2: -0,02
beta: Asset 1: 0,77; Asset 2: 1,46
Var(): Asset 1: 0,02; Asset 2: 0,01
The expected return of the market portfolio is assumed to be m = 10% and the respective standard deviation m = 25%.
Calculate the covariance between asset 1 and asset 2.
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