Question: 6. The variance-covariance matrix and return vector for two assets X and Y are [0.01 0 V = R' = [0.2 0.1] 0 0.0016] A

6. The variance-covariance matrix and return vector for two assets X and Y are [0.01 0 V = R' = [0.2 0.1] 0 0.0016] A If an investor creates an equally weighted portfolio with assets X and Y, what is the expected return of the corresponding zero beta portfolio? B What is the vector of weights in the minimum variance portfolio? C What is the equation of the market line

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