# (Minimum variance portfolio and efficient portfolio to match target return) During the decade 20052014, Ford and Microsoft...

## Question:

(Minimum variance portfolio and efficient portfolio to match target return)

During the decade 2005–2014, Ford and Microsoft (MSFT) were negatively correlated (see data below). Find the following two portfolios:

**a.** The minimum variance portfolio.

**b.** The efficient portfolio having an expected return of 4%.

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**Related Book For**

## Principles Of Finance Wtih Excel

**ISBN:** 9780190296384

3rd Edition

**Authors:** Simon Benninga, Tal Mofkadi