Consider risky Funds B and S with the following projections: Fund B S Expected return 6%...
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Consider risky Funds B and S with the following projections: Fund B S Expected return 6% 10% Standard deviation 2.5% 15% Assume the correlation between Funds B and S is -0.50. How much of your assets should you invest in Fund B in order to achieve a min-variance risky portfolio comprised of Funds B and S? 0% Consider risky Funds B and S with the following projections: Fund B S Expected return 6% 10% Standard deviation 2.5% 15% Assume the correlation between Funds B and S is -0.50. How much of your assets should you invest in Fund B in order to achieve a min-variance risky portfolio comprised of Funds B and S? 0%
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