The minimum variance portfolio of GM and Ford is weighted 2 / 3 GM and 1 /

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Question:

The minimum variance portfolio of GM and Ford is weighted

2 / 3

GM and

1 / 3

Ford, the expected return of GM is

10 %

and its variance is

0.003 .

Ford

s expected return is

15 %,

its risk

-

free rate is

5 %,

and the covariance of Ford and GM is

0 .

What is the VARIANCE of Ford?

Posted Date: May 18, 2024 07:12 AM

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The minimum variance portfolio of GM and Ford is weighted 2 / 3 GM and 1 /

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