Question: 1. Expected Std Dev Return CN 10% 21% SU 6% 20% * Covariance between the two securities = -0.0168 Given the above data for the

1.

Expected Std Dev
Return
CN 10% 21%
SU 6% 20%

* Covariance between the two securities = -0.0168

Given the above data for the 2 stocks, answer the following questions' to the nearest 1%. (you will need to determine the expected return and standard deviation of the 101 portfolio combinations that can be created with 2 securities by varying the weights in 1% increments.)

What is the weighting of CN in the minimum variance portfolio? answer format. x.xx eg. 0.56

2. What is the maximum weighting of SU in an efficient portfolio? answer format x.xx eg. 0.33

3. What is the maximum weighting of CN in an efficient portfolio? answer format x.xx eg. 0.23

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