Spy has mean annual return of 10 and volatility of 20 while, Ask an Expert

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SPY has mean annual return of 10% and volatility of 20%, while TLT has mean annual return of 4% and volatility of 10%. The correlation between the two is -0.1. Suppose you want to achieve an expected return of 7.6% in a year by allocating your wealth between the two assets. What proportion should you invest in each asset? What is the volatility (standard deviation) of your portfolio?

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