5 . A had total risk of 0 . 8 and B has total risk of 0...

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Question:

5 .

A had total risk of

0.8

and B has total risk of

0.6 .

Both are perfectly positively

correlated. According to Markowitz theory, how much should you invest in A and B

so that portfolio risk is minimized.

Posted Date: May 18, 2024 09:12 PM

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5 . A had total risk of 0 . 8 and B has total risk of 0...

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