# Question: In Problem 5 assume a riskless rate of 10 What

In Problem 5, assume a riskless rate of 10%. What is the optimal investment?

In Problem 5

For the two securities shown, plot all combinations of the two securities in

space. Assume p = 1, -1, 0. For each correlation coefficient, what is the combination that yields the minimum σp and what is that σp? Assume no short selling.

In Problem 5

For the two securities shown, plot all combinations of the two securities in

space. Assume p = 1, -1, 0. For each correlation coefficient, what is the combination that yields the minimum σp and what is that σp? Assume no short selling.

**View Solution:**## Answer to relevant Questions

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