Question: 1.6 Consider two assets with the following parameters Mi = 10%, = = 01 = 0.3, 02 = 0. U2 = 5%, Give weights of

1.6 Consider two assets with the following parameters Mi = 10%,

1.6 Consider two assets with the following parameters Mi = 10%, = = 01 = 0.3, 02 = 0. U2 = 5%, Give weights of a portfolio w = (W1, W2) which has expected return jw = 15%. What is the variance of the return of this portfolio

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