Find the minimum variance portfolio with expected rate of return of 8% using 5 assets with...
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Find the minimum variance portfolio with expected rate of return of 8% using 5 assets with expected rates of return μ = [0.10,0.12, 0.05, 0.03, 0.15] , standard deviation σ= = [0.4, 0.45, 0.15,0.1, 0.5]T and covariances 012=0.02, 013 -0.01, 014 = 0.005, 015 -0.002, 024 = 0.001, 025 = 0.03, 034 0,035 0.02 and Calculate the minimum variance. 0.001, 023 = 45 -0.02. Find the minimum variance portfolio with expected rate of return of 8% using 5 assets with expected rates of return μ = [0.10,0.12, 0.05, 0.03, 0.15] , standard deviation σ= = [0.4, 0.45, 0.15,0.1, 0.5]T and covariances 012=0.02, 013 -0.01, 014 = 0.005, 015 -0.002, 024 = 0.001, 025 = 0.03, 034 0,035 0.02 and Calculate the minimum variance. 0.001, 023 = 45 -0.02.
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Answer 1 The expected return is the expected value of the returns of the portfolio It is calculated ... View the full answer
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